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Report NEP-ETS-2000-04-17
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:
- Neil R. Ericsson & James G. MacKinnon, 1999, "Distributions of error correction tests for cointegration," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 655.
- Andrea Brischetto & Graham Voss, 1999, "A Structural Vector Autoregression Model of Monetary Policy in Australia," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp1999-11, Dec.
- Lundbergh, Stefan & Teräsvirta, Timo & van Dijk, Dick, 2000, "Time-Varying Smooth Transition Autoregressive Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 376, Apr.
- Jonathan H. Wright, 1999, "A simple approach to robust inference in a cointegrating system," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 654.
- Menelaos Karanasos, , "Some Exact Formulae for the Constant Correlation and Diagonal M - Garch Models," Discussion Papers, Department of Economics, University of York, number 00/14.
- Giuseppe De Arcangelis & Giorgio Di Giorgio, 1999, "Monetary policy shocks and transmission in Italy: A VAR analysis," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 446, Dec.
- Fabio Canova & Matteo Ciccarelli, 1999, "Forecasting and turning point predictions in a Bayesian panel VAR model," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 443, Oct.