Report NEP-ECM-2013-08-23

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:

• Warne, Anders & Coenen, Günter & Christoffel, Kai, 2013, "Predictive likelihood comparisons with DSGE and DSGE-VAR models," Working Paper Series, European Central Bank, number 1536, Apr.
• Joel L. Horowitz, 2013, "Ill-posed inverse problems in economics," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP37/13, Aug.
• Nikhil Agarwal & William Diamond, 2013, "Identification and Estimation in Two-Sided Matching Markets," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1905, Aug, revised Feb 2014.
• Item repec:kie:kieliw:1860 is not listed on IDEAS anymore

• Amisano, Gianni & Geweke, John, 2013, "Prediction using several macroeconomic models," Working Paper Series, European Central Bank, number 1537, Apr.
• Igor Borovikov & Michael Sadovsky, 2013, "A relative information approach to financial time series analysis using binary $N$-grams dictionaries," Papers, arXiv.org, number 1308.2732, Aug.
• Leo Krippner, 2013, "A Tractable Framework for Zero-Lower-Bound Gaussian Term Structure Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-49, Aug.
• James G. MacKinnon & Matthew D. Webb, 2015, "Wild Bootstrap Inference For Wildly Different Cluster Sizes," Working Paper, Economics Department, Queen's University, number 1314, Dec.
• Item repec:syb:wpbsba:04/2013 is not listed on IDEAS anymore

• Item repec:syb:wpbsba:01/2013 is not listed on IDEAS anymore

• Desislava Chetalova & Thilo A. Schmitt & Rudi Schafer & Thomas Guhr, 2013, "Portfolio return distributions: Sample statistics with non-stationary correlations," Papers, arXiv.org, number 1308.3961, Aug, revised Jun 2014.
• Gross, Marco, 2013, "Estimating GVAR weight matrices," Working Paper Series, European Central Bank, number 1523, Mar.
• Gross, Marco & Binder, Michael, 2013, "Regime-switching global vector autoregressive models," Working Paper Series, European Central Bank, number 1569, Aug.
• Smets, Frank & Warne, Anders & Wouters, Raf, 2013, "Professional forecasters and the real-time forecasting performance of an estimated new keynesian model for the euro area," Working Paper Series, European Central Bank, number 1571, Aug.
• Item repec:syb:wpbsba:07_2013 is not listed on IDEAS anymore

• Item repec:dgr:eureir:1765039177 is not listed on IDEAS anymore

• Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013, "Now-casting and the real-time data flow," Working Paper Series, European Central Bank, number 1564, Jul.
• Mitesh Kataria, 2013, "One Swallow Doesn't Make a Summer - A Note," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2013-030, Aug.

Report NEP-ECM-2013-08-23

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: