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Report NEP-ETS-2000-06-12
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:
- Andrea Brischetto & Graham Voss, 2000, "Forecasting Australian Economic Activity Using Leading Indicators," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2000-02, Apr.
- van Dijk, Dick & Teräsvirta, Timo & Franses, Philip Hans, 2000, "Smooth Transition Autoregressive Models - A Survey of Recent Developments," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 380, May, revised 17 Jan 2001.
- John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty, 2000, "Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums," Boston College Working Papers in Economics, Boston College Department of Economics, number 461, Jun, revised 13 Jun 2001.
- Giordani, Paolo & Soderlind, Paul, 2000, "Inflation Forecast Uncertainty," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 384, May, revised 06 Nov 2001.
- Medeiros, Marcelo & Veiga, Alvaro, 2000, "Diagnostic Checking in a Flexible Nonlinear Time Series Model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 386, Jun, revised 15 Jan 2001.