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Report NEP-ETS-2000-10-31
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:
- James Engel & Marianne Gizycki, 1999, "Value at Risk: On the Stability and Forecasting of the Variance-covariance Matrix," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp1999-04, May.
- Gerald A. Carlino & Keith Sill, 2000, "Regional income fluctuations: common trends and common cycles," Working Papers, Federal Reserve Bank of Philadelphia, number 00-8.
- Jonathan H. Wright, 2000, "Exact confidence intervals for impulse responses in a Gaussian vector autoregression," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 682.
- Daniel F. Waggoner & Tao Zha, 2000, "A Gibbs simulator for restricted VAR models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2000-3.
- Chang-Jin Kim & Jeremy M. Piger, 2000, "Common stochastic trends, common cycles, and asymmetry in economic fluctuations," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 681.
- Charles R. Nelson & Jeremy M. Piger & Eric Zivot, 2000, "Markov regime-switching and unit root tests," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 683.