Report NEP-ETS-2004-08-31This 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.
The following items were announced in this report:
- Peter CLAEYS, 2004. "Monetary and budgetary policy interaction: an SVAR analysis of stabilisation policies in monetary union," Economics Working Papers ECO2004/22, European University Institute.
- T. Van Gestel & B. Baesens & J. A.K. Suykens & D. Van Den Poel & D.-E. Baestaens & Bm. Willekens, 2004. "Bayesian Kernel-Based Classification for Financial Distress Detection," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/247, Ghent University, Faculty of Economics and Business Administration.
- Yasuhiro Omori & Siddhartha Chib & Neil Shephard & Jouchi Nakajima, 2004. "Stochastic Volatility with Leverage: Fast Likelihood Inference," CIRJE F-Series CIRJE-F-297, CIRJE, Faculty of Economics, University of Tokyo.
- Wayne E. Ferson & Andrea Heuson & Tie Su, 2004. "Weak and Semi-Strong Form Stock Return Predictability, Revisited," NBER Working Papers 10689, National Bureau of Economic Research, Inc.