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Report NEP-ETS-2008-01-26
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.Subscribe to this report: email or RSS Other reports in NEP-ETS
The following items were anounced in this report:
Erik Hjalmarsson & Par Osterholm, 2007.
"Testing for cointegration using the Johansen methodology when variables are near-integrated International Finance Discussion Papers
915, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Pär Österholm & Mikael Carlsson & Johan Lyhagen, 2007.
"Testing for Purchasing Power Parity in Cointegrated Panels IMF Working Papers
07/287, International Monetary Fund.
[Downloadable!] Deborah Gefang & Rodney Strachan, 2008.
"Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR Discussion Papers in Economics
08/4, Department of Economics, University of Leicester.
[Downloadable!] Deborah Gefang, 2008.
"Revisiting money-output causality from a Bayesian logistic smooth transition VECM perspective Discussion Papers in Economics
08/5, Department of Economics, University of Leicester.
[Downloadable!] This page was last updated on 2009-12-6.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .