NEP-ETS-2006-12-01

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Report NEP-ETS-2006-12-01

This 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.

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Other reports in NEP-ETS

The following items were anounced in this report:

Georgios Chortareas & George Kapetanios, . "The yen real exchange rate may be stationary after all: evidence from non-linear unit root tests," Bank of England working papers 311, Bank of England. [Downloadable!]
Zhijie Xiao & Luiz Renato Regis de Oliveira Lima, 2006. "Testing Covariance Stationarity," Economics Working Papers (Ensaios Economicos da EPGE) 632, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
Maria Grazia Zoia, 2006. "A New Algebra ic Approach to Representation Theorems for (Co)integrated Processes up to the Second Order," Cahiers du DÃ©partement d'EconomÃ©trie 2006.06, Département d'Econométrie, Université de Genève. [Downloadable!]
Item repec:hal:papers:halshs-00112514_v1 is not listed on IDEAS anymore
González, Andrés & Teräsvirta, Timo, 2006. "Modelling autoregressive processes with a shifting mean," Working Paper Series in Economics and Finance 637, Stockholm School of Economics, revised 22 May 2007.
Thomas Flavin & Ekaterini Panopoulou, 2006. "Shift versus traditional contagion in Asian markets," The Institute for International Integration Studies Discussion Paper Series iiisdp176, IIIS. [Downloadable!]
MArcelo Carvalho & MArco Aurelio Freire & Marcelo Cunha Medeiros & Leonardo Souza, 2006. "Modeling and forecasting the volatility of Brazilian asset returns," Textos para discussÃ£o 530, Department of Economics PUC-Rio (Brazil). [Downloadable!]
Michael McAleer & Marcelo Cunha Medeiros, 2006. "Realized volatility: a review," Textos para discussÃ£o 531 Publication status: F, Department of Economics PUC-Rio (Brazil). [Downloadable!]
Anders Warne, 2006. "Bayesian inference in cointegrated VAR models - with applications to the demand for euro area M3," Working Paper Series 692, European Central Bank. [Downloadable!]

This page was last updated on 2008-7-20.

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