Report NEP-ETS-2006-09-30This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Yong Yin issued this report. It is usually issued weekly.
The following items were announced in this report:
- Kit Baum, 2006. "Time series filtering techniques in Stata," United Kingdom Stata Users' Group Meetings 2006, Stata Users Group 17, Stata Users Group.
- George Kapetanios & Vincent Labhard & Simon Price, 2005. "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Bank of England working papers, Bank of England 268, Bank of England.
- Strijbosch, L.W.G. & Heuts, R.M.J. & Moors, J.J.A., 2006. "Hierarchical Estimation as Basis for Hierarchical Forecasting," Discussion Paper, Tilburg University, Center for Economic Research 2006-86, Tilburg University, Center for Economic Research.
- Lennard van Gelder & Ad Stokman, 2006. "Regime transplants in GDP growth forecasting: A recipe for better predictions?," DNB Working Papers, Netherlands Central Bank, Research Department 106, Netherlands Central Bank, Research Department.
- Westerlund, Joakim & Costantini, Mauro, 2006. "Panel Cointegration and the Neutrality of Money," Working Papers, Lund University, Department of Economics 2006:18, Lund University, Department of Economics.
- Annabelle Mourougane, 2006. "Forecasting Monthly GDP for Canada," OECD Economics Department Working Papers, OECD Publishing 515, OECD Publishing.
- Jesus Crespo Cuaresma & Gernot Doppelhofer, 2006. "Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach," Vienna Economics Papers, University of Vienna, Department of Economics 0608, University of Vienna, Department of Economics.
- Jumah, Adusei & Kunst, Robert M., 2006. "Seasonal Cycles in European Agricultural Commodity Prices," Economics Series, Institute for Advanced Studies 192, Institute for Advanced Studies.
- 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, Singapore Management University, School of Economics 02-2005, Singapore Management University, School of Economics, revised Jan 2005.
- Peter C. B. Phillips & Jun Yu, 2005. "Comment on “Realized Variance and Market Microstructure Noise” by Peter R. Hansen and Asger Lunde," Working Papers, Singapore Management University, School of Economics 13-2005, Singapore Management University, School of Economics.