Printed from https://ideas.repec.org/n/nep-ets/2004-07-04.html
Report NEP-ETS-2004-07-04
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:
- Allan Timmermann & M. Hashem Pesaran, 2003, "How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?," CESifo Working Paper Series, CESifo, number 875.
- Ben S. Bernanke & Jean Boivin & Piotr Eliasz, 2004, "Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 10220, Jan.
- Stefan Mittnik & Peter A. Zadrozny, 2004, "Forecasting Quarterly German GDP at Monthly Intervals Using Monthly IFO Business Conditions Data," CESifo Working Paper Series, CESifo, number 1203.
- Schlicht, Ekkehart, 2004, "Estimating the Smoothing Parameter in the So-Called Hodrick-Prescott Filter," Discussion Papers in Economics, University of Munich, Department of Economics, number 304, Feb.
- Contreras, P. & Satchell, S.E., 2003, "A Bayesian Confidence Interval for Value-at-Risk," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0348, Nov.