Report NEP-ETS-2001-09-10

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:

• Item repec:wop:humbsf:2001-5 is not listed on IDEAS anymore

• Jaebeom Kim & Masao Ogaki & Min-Seok Yang, 2001, "Structural Error Correction Models: Instrumental Variables Methods and Application to an Exchange Rate Model," Working Papers, Ohio State University, Department of Economics, number 01-01, Mar.
• Chang-Jin Kim & Charles R. Nelson & Jeremy M. Piger, 2001, "The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 707.
• Item repec:wop:humbsf:2001-29 is not listed on IDEAS anymore

• Item repec:wop:humbsf:2001-24 is not listed on IDEAS anymore

• Ole E. Barndorff-Nielsen & Neil Shephard, 2000, "Econometric analysis of realised volatility and its use in estimating stochastic volatility models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2001-W4, Oct, revised 05 Jul 2001.
• Item repec:wop:humbsf:2001-21 is not listed on IDEAS anymore

• Item repec:wop:humbsf:2001-39 is not listed on IDEAS anymore

• Item repec:wop:humbsf:2001-46 is not listed on IDEAS anymore

• Item repec:wop:humbsf:2001-27 is not listed on IDEAS anymore

• Item repec:wop:humbsf:2001-7 is not listed on IDEAS anymore

• Item repec:wop:humbsf:2001-1 is not listed on IDEAS anymore

• Item repec:wop:humbsf:2001-59 is not listed on IDEAS anymore

• Ole E. Barndorff-Nielsen & Neil Shephard, 2001, "Normal modified stable processes," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2001-W6, Jun.
• Kyungho Jang, 2001, "Impulse Response Analysis with Long Run Restrictions on Error Correction Models," Working Papers, Ohio State University, Department of Economics, number 01-04, Jan.
• Item repec:wop:humbsf:2001-14 is not listed on IDEAS anymore

• Item repec:wop:humbsf:2001-60 is not listed on IDEAS anymore

• Charles R. Nelson, 1987, "Spurious Trend and Cycle in the State Space Decomposition of a Time Series with a Unit Root," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0063, Nov.
• Item repec:wop:humbsf:2001-26 is not listed on IDEAS anymore

• Steven A. Weinberg, 2001, "Interpreting the volatility smile: an examination of the information content of option prices," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 706.
• Item repec:wop:humbsf:2001-38 is not listed on IDEAS anymore

• Item repec:wop:humbsf:2001-56 is not listed on IDEAS anymore

• Kyungho Jang & Masao Ogaki, 2001, "The Effects of Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach," Working Papers, Ohio State University, Department of Economics, number 01-02, Mar.
• Item repec:wop:humbsf:2001-30 is not listed on IDEAS anymore

Report NEP-ETS-2001-09-10

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: