Report NEP-ETS-1999-01-25This 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:
- Zsolt Becsi, 1998. "Fiscal competition and reality: A time series approach," Working Paper 98-19, Federal Reserve Bank of Atlanta.
- Daniel F. Waggoner & Tao Zha, 1998. "Conditional forecasts in dynamic multivariate models," Working Paper 98-22, Federal Reserve Bank of Atlanta.
- Marie D. Racine & Lucy F. Ackert, 1998. "Time-varying volatility in Canadian and U.S. stock index and index futures markets: A multivariate analysis," Working Paper 98-14, Federal Reserve Bank of Atlanta.
- Sharon Kozicki & P.A. Tinsley, 1998. "Vector rational error correction," Research Working Paper 98-03, Federal Reserve Bank of Kansas City.