Report NEP-ETS-2009-10-17This 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:
- Antonello D'Agostino & Luca Gambetti & Domenico Giannone, 2009. "Macroeconomic Forecasting and Structural Change," Working Papers ECARES, ULB -- Universite Libre de Bruxelles 2009_020, ULB -- Universite Libre de Bruxelles.
- FÃ¨ve, P. & Matheron, J. & Sahuc, J-G., 2009. "Minimum Distance Estimation and Testing of DSGE Models from Structural VARs," Working papers, Banque de France 245, Banque de France.
- Wen Cheng & Nick Costanzino & John Liechty & Anna Mazzucato & Victor Nistor, 2009. "Closed form asymptotics for local volatility models," Papers 0910.2309, arXiv.org, revised Apr 2010.