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Report NEP-ETS-2008-10-07
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:
Nikolaus Hautsch & Yangguoyi Ou, 2008.
"Discrete-Time Stochastic Volatility Models and MCMC-Based Statistical Inference SFB 649 Discussion Papers
SFB649DP2008-063, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!] Frank Schorfheide & Keith Sill & Maxym Kryshko, 2008.
"DSGE model-based forecasting of non-modelled variables Working Papers
08-17, Federal Reserve Bank of Philadelphia.
[Downloadable!] Juan F. Rubio-RamÃrez & Daniel F.Waggoner & Tao Zha, 2008.
"Structural vector autoregressions: theory of identification and algorithms for inference Working Paper
2008-18, Federal Reserve Bank of Atlanta.
[Downloadable!] Todd Prono, 2008.
"GARCH-based identification and estimation of triangular systems Quantitative Analysis Unit Working Paper
QAU08-4, Federal Reserve Bank of Boston.
[Downloadable!] Proietti, Tommaso, 2008.
"Direct and iterated multistep AR methods for difference stationary processes MPRA Paper
10859, University Library of Munich, Germany, revised 01 Apr 2009.
[Downloadable!] Robert Engle & Neil Shephard & Kevin Shepphard, 2008.
"Fitting vast dimensional time-varying covariance models OFRC Working Papers Series
2008fe30, Oxford Financial Research Centre.
[Downloadable!] S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008.
"Real-time measurement of business conditions Working Papers
08-19, Federal Reserve Bank of Philadelphia.
[Downloadable!] This page was last updated on 2009-11-29.
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 .