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Report NEP-ECM-2005-05-23
This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Marco Del Negro & Frank Schorfheide & Frank Smets & Raf Wouters, 2004, "On the fit and forecasting performance of New Keynesian models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-37.
- Marco Del Negro & Frank Schorfheide, 2004, "Policy predictions if the model doesn’t fit," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-38.
- Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2005, "Testing the significance of calendar effects," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2005-02.
- Pierluigi Balduzzi & Cesare Robotti, 2005, "Mimicking portfolios, economic risk premia, and tests of multi-beta models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2005-04.
- Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2005, "Model confidence sets for forecasting models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2005-07.
- Jeffrey C. Fuhrer & Giovanni P. Olivei, 2004, "Estimating forward looking Euler equations with GMM estimators: an optimal instruments approach," Working Papers, Federal Reserve Bank of Boston, number 04-2.
- N. Kundan Kishor & Evan F. Koenig, 2005, "VAR estimation and forecasting when data are subject to revision," Working Papers, Federal Reserve Bank of Dallas, number 0501.
- Anil Kumar, 2005, "Nonparametric estimation of the impact of taxes on female labor supply," Working Papers, Federal Reserve Bank of Dallas, number 0505.
- Athanasios Orphanides & Simon van Norden, 2004, "The reliability of inflation forecasts based on output gap estimates in real time," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2004-68.
- Stefania D'Amico, 2005, "Density selection and combination under model ambiguity: an application to stock returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2005-09.
- Todd E. Clark & Michael W. McCracken, 2004, "Improving forecast accuracy by combining recursive and rolling forecasts," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 04-10.
- Siddhartha Chib & Michael J. Dueker, 2004, "Non-Markovian regime switching with endogenous states and time-varying state strengths," Working Papers, Federal Reserve Bank of St. Louis, number 2004-030, DOI: 10.20955/wp.2004.030.
- Marco J. Lombardi & Simon J. Godsill, 2004, "On-line Bayesian estimation of AR signals in symmetric alpha-stable noise," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2004_05, May.
- Marco J. Lombardi & Giorgio Calzolari, 2004, "Indirect estimation of alpha-stable distributions and processes," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2004_07, Jun.
- Marco J. Lombardi, 2004, "Bayesian inference for alpha-stable distributions: a random walk MCMC approach," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2004_11, Sep.
- Teodosio Perez-Amaral & Giampiero M. Gallo & Halbert L. White, 2004, "A Comparison of Complementary Automatic Modeling Methods: RETINA and PcGets," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2004_12, Oct.
- Jan G. De Gooijer & Rob J. Hyndman, 2005, "25 Years of IIF Time Series Forecasting: A Selective Review," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/05, May.
- Rob J. Hyndman & Anne B. Koehler, 2005, "Another Look at Measures of Forecast Accuracy," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/05, May.
- Item repec:qmw:qmwecw:wp533 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp534 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp535 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp538 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp539 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp540 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp541 is not listed on IDEAS anymore
- Hashem Dezhbakhsh & Daniel Levy, 2005, "Periodic Properties of Interpolated Time Series," Econometrics, University Library of Munich, Germany, number 0505004, May.
- Jonathan B. Hill, 2005, "On Tail Index Estimation for Dependent, Heterogenous Data," Econometrics, University Library of Munich, Germany, number 0505005, May, revised 24 Mar 2006.