Report NEP-ETS-1998-12-09This 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:
- Bernd Hayo, 1998. "Money-Output Granger Causality Revisited: An Empirical Analysis of EU Countries," Macroeconomics 9809009, EconWPA.
- Randal J. Verbrugge, 1998. "A cross-country investigation of macroeconomic asymmetries," Macroeconomics 9809017, EconWPA, revised 30 Sep 1998.
- John P. Hutton & Anna Ruocco, . "Tax Progression and the Wage curve," Discussion Papers 98/10, Department of Economics, University of York.
- Michael A. Hauser, 1998. "Maximum Likelihood Estimators for ARMA and ARFIMA Models: A Monte Carlo Study," Econometrics 9809001, EconWPA.
- SangKun Bae & Mark J. Jensen, 1998. "Long-Run Neutrality in a Long-Memory Model," Macroeconomics 9809006, EconWPA, revised 30 Sep 1998.
- Lucy F. Ackert & Marie D. Racine, 1998. "Stochastic trends and cointegration in the market for equities," FRB Atlanta Working Paper No. 98-13, Federal Reserve Bank of Atlanta.