Report NEP-ECM-2009-06-03

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:

• Item repec:gwc:wpaper:2008-11 is not listed on IDEAS anymore

• Patrick GAGLIARDINI & Christian GOURIEROUX, 2009, "Efficiency in Large Dynamic Panel Models with Common Factor," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-12, Mar.
• Jan J J Groen & George Kapetanios & Simon Price, 2009, "Multivariate methods for monitoring structural change," Bank of England working papers, Bank of England, number 369, Jun.
• Dominique Guégan, 2009, "A Meta-Distribution for Non-Stationary Samples," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-24, Jun.
• Fabio Canova, 2009, "Comment to "Weak instruments robust tests in GMM and the New Keynesian Phillips curve" by Frank Kleibergen and Sophocles Mavroeidis," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1159, Jan.
• Huiyu Huang & Tae-Hwy Lee, 2006, "To Combine Forecasts or to Combine Information?," Working Papers, University of California at Riverside, Department of Economics, number 200806, Mar, revised Feb 2009.
• Magne Mogstad & Matthew Wiswall, 2009, "How Linear Models Can Mask Non-Linear Causal Relationships. An Application to Family Size and Children's Education," Discussion Papers, Statistics Norway, Research Department, number 586, May.
• Jouchi Nakajima & Munehisa Kasuya & Toshiaki Watanabe, 2009, "Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-13, May.
• Gonzalo Fernandez-de-Córdoba & José L. Torres, 2009, "Forecasting the Spanish economy with an Augmented VAR-DSGE model," Working Papers, Universidad de Málaga, Department of Economic Theory, Málaga Economic Theory Research Center, number 2009-1, May.
• Georges Dionne & Geneviève Gauthier & Nadia Ouertani, 2009, "Basket Options on Heterogeneous Underlying Assets," Cahiers de recherche, CIRPEE, number 0918.
• Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2009, "Co-integration Rank Testing under Conditional Heteroskedasticity," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-22, May.
• Ole E. Barndorff-Nielsen & Almut E. D. Veraart, 2009, "Stochastic volatility of volatility in continuous time," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-25, Jul.
• Chris Bloor & Troy Matheson, 2009, "Real-time conditional forecasts with Bayesian VARs: An application to New Zealand," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2009/02, Apr.
• Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij, 2009, "Multipower Variation for Brownian Semistationary Processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-21, May.
• Filippo Domma & Sabrina Giordano & Mariangela Zenga, 2009, "The Fisher Information Matrix In Doubly Censored Data From The Dagum Distribution," Working Papers, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF, number 200908, May.
• Tara M. Sinclair & Fred Joutz & Herman O. Stekler, 2008, "Are 'unbiased' forecasts really unbiased? Another look at the Fed forecasts," Working Papers, The George Washington University, The Center for Economic Research, number 2008-010, Aug.
• Gloria González-Rivera & Tae-Hwy Lee, 2007, "Nonlinear Time Series in Financial Forecasting," Working Papers, University of California at Riverside, Department of Economics, number 200803, Sep, revised Feb 2008.
• David Baqaee, 2009, "Using wavelets to measure core inflation: the case in New Zealand," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2009/05, May.
• Li LIN & Ruo En REN & Didier SORNETTE, 2009, "A Consistent Model of ‘Explosive’Financial Bubbles With Mean-Reversing Residuals," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-14, May.
• Item repec:hal:cesptp:halshs-00390636_v1 is not listed on IDEAS anymore

• Askitas, Nikos & Zimmermann, Klaus F., 2009, "Google Econometrics and Unemployment Forecasting," IZA Discussion Papers, Institute of Labor Economics (IZA), number 4201, Jun.
• H.O. Stekler & Kazuta Sakamoto, 2008, "Evaluating Current Year Forecasts Made During the Year: A Japanese Example," Working Papers, The George Washington University, The Center for Economic Research, number 2008-005, Jul.
• Dongming Zhu & John W. Galbraith, 2009, "Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution," CIRANO Working Papers, CIRANO, number 2009s-24, May.
• Tara M. Sinclair & Edward N. Gamber & H.O. Stekler & Elizabeth Reid, 2008, "Jointly Evaluating the Federal Reserve’s Forecasts of GDP Growth and Inflation," Working Papers, The George Washington University, The Center for Economic Research, number 2008-002, Apr, revised Mar 2011.
• Carlo Altavilla & Matteo Ciccarelli, 2009, "The Effects of Monetary Policy on Unemployment Dynamics Under Model Uncertainty. Evidence from the US and the Euro Area," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 231, Jun.

Report NEP-ECM-2009-06-03

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: