Report NEP-ETS-1998-11-20
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, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ETS
The following items were announced in this report:
- Peter N. Ireland, 1998, "Does the Time-Consistency Problem Explain the Behavior of Inflation in the United States?," Boston College Working Papers in Economics, Boston College Department of Economics, number 415, Nov.
- Fabio C. Bagliano & Carlo A. Favero, , "Measuring Monetary Policy with VAR Models: an Evaluation," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 132.
- Skalin, Joakim, 1998, "Testing linearity against smooth transition autoregression using a parametric bootstrap," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 276, Oct, revised 13 Dec 1998.
- Neil R. Ericsson & Jaime R. Marquez, 1998, "A framework for economic forecasting," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 626.
Printed from https://ideas.repec.org/n/nep-ets/1998-11-20.html