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Report NEP-ETS-2002-03-14
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:fth:jonhop:466 is not listed on IDEAS anymore
- Item repec:dgr:vuarem:1998-62 is not listed on IDEAS anymore
- Item repec:fip:fedfpb:01-08 is not listed on IDEAS anymore
- Lars Peter Hansen & Thomas J. Sargent, 1981, "Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time," Staff Report, Federal Reserve Bank of Minneapolis, number 74.
- Item repec:wop:cirano:2002s21 is not listed on IDEAS anymore
- Erlandsson, Ulf, 2002, "Regime Switches in Swedish Interest Rates," Working Papers, Lund University, Department of Economics, number 2002:5, Feb, revised 04 Mar 2005.
- Marcelle Chauvet & Chinhui Juhn & Simon M. Potter, 2001, "Markov switching in disaggregate unemployment rates," Staff Reports, Federal Reserve Bank of New York, number 132.
- Mariam Camarero & Cecilio Tamarit, , "A panel cointegration approach to the estimation of the peseta real exchange rate," Working Papers on International Economics and Finance, FEDEA, number 01-08.
- Jon Faust & John H. Rogers & Jonathan H. Wright, 2001, "Exchange rate forecasting: the errors we've really made," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 714.
- Item repec:fth:jonhop:467 is not listed on IDEAS anymore
- Item repec:fth:jonhop:469 is not listed on IDEAS anymore
- Item repec:dgr:vuarem:1997-45 is not listed on IDEAS anymore
- Lars Peter Hansen & Thomas J. Sargent, 1982, "Formulating and estimating continuous time rational expectations models," Staff Report, Federal Reserve Bank of Minneapolis, number 75.
- Item repec:wop:calsdi:2001-19 is not listed on IDEAS anymore
- Robert B. Litterman, 1984, "Specifying vector autoregressions for macroeconomic forecasting," Staff Report, Federal Reserve Bank of Minneapolis, number 92.
- Robert B. Litterman, 1982, "A use of index models in macroeconomic forecasting," Staff Report, Federal Reserve Bank of Minneapolis, number 78.
- Item repec:wop:calsdi:2002-02 is not listed on IDEAS anymore
- Lars Peter Hansen & Thomas J. Sargent, 1981, "Instrumental variables procedures for estimating linear rational expectations models," Staff Report, Federal Reserve Bank of Minneapolis, number 70.
- Item repec:dgr:vuarem:1997-21 is not listed on IDEAS anymore
- Lars Peter Hansen & Thomas J. Sargent, 1981, "The dimensionality of the aliasing problem in models with rational spectral densities," Staff Report, Federal Reserve Bank of Minneapolis, number 72.
- Melvin Hinich & Warren E. Weber, 1992, "Estimating linear filters with errors in variables using the Hilbert transform," Staff Report, Federal Reserve Bank of Minneapolis, number 96.
- Lars Peter Hansen & Thomas J. Sargent, 1980, "Methods for estimating continuous time Rational Expectations models from discrete time data," Staff Report, Federal Reserve Bank of Minneapolis, number 59.
- Lars Peter Hansen & Thomas J. Sargent, 1981, "A note on Wiener-Kolmogorov prediction formulas for rational expectations models," Staff Report, Federal Reserve Bank of Minneapolis, number 69.
- Lars Peter Hansen & Thomas J. Sargent, 1981, "Exact linear rational expectations models: specification and estimation," Staff Report, Federal Reserve Bank of Minneapolis, number 71.
- Item repec:dgr:vuarem:1997-41 is not listed on IDEAS anymore
- Robert B. Litterman, 1984, "Forecasting with Bayesian vector autoregressions four years of experience," Staff Report, Federal Reserve Bank of Minneapolis, number 95.
- Melvin Hinich & Warren E. Weber, 1981, "A method for estimating distributed lags when observations are randomly missing," Staff Report, Federal Reserve Bank of Minneapolis, number 65.
- Item repec:dgr:vuarem:1997-54 is not listed on IDEAS anymore
- Lawrence J. Christiano, 1985, "A method for estimating the timing interval in a linear econometric model, with an application to Taylor's model of staggered contracts," Staff Report, Federal Reserve Bank of Minneapolis, number 101.
- Item repec:fip:fedfpb:01-09 is not listed on IDEAS anymore
- Oscar Bajo-Rubio & Simón Sosvilla-Rivero & Fernando Fernández-Rodríguez, , "Non-Linear Forecasting Methods: Some Applications to the Analysis of Financial Series," Working Papers, FEDEA, number 2002-01.