Printed from https://ideas.repec.org/n/nep-ets/2001-04-11.html
Report NEP-ETS-2001-04-11
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:
- Chang-Jin Kim & Jeremy Piger, 2000, "Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington, number 0021, Mar.
- Item repec:wop:cirano:2001s25 is not listed on IDEAS anymore
- Chang-Jin Kim & James C. Morley & Charles Nelson, 2000, "Is There a Structural Break in the Equity Premium?," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington, number 0024, Feb.
- James C. Morley & Charles Nelson & Eric Zivot, 2000, "Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington, number 0013, Apr.
- Amilon, Henrik, 2001, "GARCH Estimation and Discrete Stock Prices," Working Papers, Lund University, Department of Economics, number 2001:6, Mar, revised 03 Aug 2001.
- Item repec:dgr:eureir:2001219 is not listed on IDEAS anymore
- Chang-Jin Kim & James C. Morley & Charles Nelson, 2000, "Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington, number 0023, Feb.
- Amilon, Henrik & Byström, Hans, 1998, "The Search for Chaos and Nonlinearities in Swedish Stock Index Returns," Working Papers, Lund University, Department of Economics, number 1998:6, Dec.