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Report NEP-ETS-2002-05-03
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:
- David Hendry & Grayham E. Mizon, 2001, "Forecasting in the Presence of Structural Breaks and Policy Regime Shifts," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2002-W12, Sep.
- David Hendry, 2000, "Forecast Failure, Expectations Formation, and the Lucas Critique," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2002-W8, Mar.
- Ole E. Barndorff-Nielsen & Neil Shephard, 2001, "Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2002-W13, Nov, revised 18 Mar 2002.
- Alessandro Beber, 2001, "Determinants of the implied volatility function on the Italian Stock Market," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2001/05, Dec.
- David Hendry & Michael P. Clements, 2001, "Pooling of Forecasts," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2002-W9, Oct.
- David Hendry & Michael P. Clements, 2001, "Economic Forecasting: Some Lessons from Recent Research," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2002-W11, Oct.
- Franco Bevilacqua & Cinzia Daraio, 2001, "International parity relationships between Germany and US: a multivariate time series analysis for the post Bretton-Woods period," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2001/19, Dec.