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Report NEP-ETS-2003-09-08
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:
- Gilles DUFRENOT & Elisabeth GRIMAUD & Eug=E9nie LATIL & Val=E9rie MIGNON, 2003, "Real exhange rate misalignment in Hungary: a fractionally integrated=20 threshold model," Econometrics, University Library of Munich, Germany, number 0309001, Sep.
- Peter Christoffersen & Kris Jacobs, 2003, "The Importance of the Loss Function in Option Valuation," CIRANO Working Papers, CIRANO, number 2003s-52, Aug.
- Lundbergh, Stefan & Teräsvirta, Timo, 2003, "A time series model for an exchange rate in a target zone with applications," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 533, Sep.
- Slim CHAOUACHI & Gilles DUFRENOT & Val=E9rie MIGNON, 2003, "Modelling the misalignments of the Dollar-Sterling real exchange rate: a nonlinear cointegration perspective," International Finance, University Library of Munich, Germany, number 0309002, Sep.
- Item repec:emo:wp2003:0316 is not listed on IDEAS anymore
- Gilles DUFRENOT & Laurent MATHIEU & Val=E9rie MIGNON & Anne PEGUIN-FEISSOLE, 2003, "Persistent misalignments of the European exchanges rates: some evidence from nonlinear cointegration," International Finance, University Library of Munich, Germany, number 0309003, Sep.
- Gilles DUFRENOT & Dominique GUEGAN & Anne PEGUIN-FEISSOLLE, 2003, "A SETAR model with long-memory dynamics," Econometrics, University Library of Munich, Germany, number 0309002, Sep.
- Gilles DUFRENOT & Val=E9rie MIGNON & Anne PEGUIN-FEISSOLE, 2003, "Business cycles asymmetry and monetary policy: a further investigatio= n=20 using MRSTAR models," Macroeconomics, University Library of Munich, Germany, number 0309002, Sep.