Report NEP-ETS-2006-09-30

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Other reports in NEP-ETS

The following items were anounced in this report:

• Kit Baum, 2006. "Time series filtering techniques in Stata," United Kingdom Stata Users' Group Meetings 2006 17, Stata Users Group. [Downloadable!]
• George Kapetanios & Vincent Labhard & Simon Price, . "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Bank of England working papers 268, Bank of England. [Downloadable!]
• Strijbosch, L.W.G. & Heuts, R.M.J. & Moors, J.J.A., 2006. "Hierarchical estimation as basis for hierarchical forecasting," Discussion Paper 86, Tilburg University, Center for Economic Research. [Downloadable!]
• Lennard van Gelder & Ad Stokman, 2006. "Regime transplants in GDP growth forecasting: A recipe for better predictions?," DNB Working Papers 106, Netherlands Central Bank, Research Department. [Downloadable!]
• Westerlund, Joakim & Costantini, Mauro, 2006. "Panel Cointegration and the Neutrality of Money," Working Papers 2006:18, Lund University, Department of Economics. [Downloadable!]
• Annabelle Mourougane, 2006. "Forecasting Monthly GDP for Canada," OECD Economics Department Working Papers 515, OECD, Economics Department. [Downloadable!]
• Jesus Crespo Cuaresma & Gernot Doppelhofer, 2006. "Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach," Vienna Economics Papers 0608, University of Vienna, Department of Economics. [Downloadable!]
• Jumah, Adusei & Kunst, Robert M., 2006. "Seasonal Cycles in European Agricultural Commodity Prices," Economics Series 192, Institute for Advanced Studies. [Downloadable!]
• Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse, 2004. "Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore," Working Papers 02-2005, Singapore Management University, School of Economics, revised Jan 2005. [Downloadable!]
• Peter C. B. Phillips & Jun Yu, 2005. "Comment on “Realized Variance and Market Microstructure Noise” by Peter R. Hansen and Asger Lunde," Working Papers 13-2005, Singapore Management University, School of Economics. [Downloadable!]

This page was last updated on 2009-12-6.