NEP-ETS-2007-09-24

This file is part of IDEAS, which uses RePEc data

Report NEP-ETS-2007-09-24

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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The following items were anounced in this report:

Jesus Gonzalo & Tae-Hwy Lee & Weiping Yang, 2007. "Permanent and transitory components of GDP and stock prices: further analysis," Economics Working Papers we20070525, Universidad Carlos III, Departamento de Economía. [Downloadable!]
Juan Jose Dolado & Jesús Gonzalo & Laura Mayoral, 2007. "Wald Tests of I(1) against I(d) alternatives : some new properties and an extension to processes with trending components," Economics Working Papers we20070625, Universidad Carlos III, Departamento de Economía. [Downloadable!]
Todd E. Clark & Michael W. McCracken, 2007. "Forecasting with small macroeconomic VARs in the presence of instabilities," Finance and Economics Discussion Series 2007-41, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
Todd E. Clark & Michael W. McCracken, 2007. "Averaging forecasts from VARs with uncertain instabilities," Finance and Economics Discussion Series 2007-42, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
Georges Prat & Fredj Jawadi, 2007. "Nonlinear stock prices adjustment in the G7 countries," Pre- and Post-Print documents halshs-00172896_v1, HAL. [Downloadable!]
Giuseppe Arbia & Marco Bee & Giuseppe Espa, 2007. "Aggregation of regional economic time series with different spatial correlation structures," Department of Economics Working Papers 0720, Department of Economics, University of Trento, Italia. [Downloadable!]
de Vilder, Robin G. & Visser, Marcel P., 2007. "Volatility Proxies for Discrete Time Models," MPRA Paper 4917, University Library of Munich, Germany. [Downloadable!]

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

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