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Report NEP-ETS-2005-03-20
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:
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Fractional Cointegration And Aggregate Money Demand Functions," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-01, Jan.
- Item repec:fda:fdaeee:05-01 is not listed on IDEAS anymore
- Apel, Mikael & Jansson, Per, 2005, "Some Further Evidence on Interest-Rate Smoothing: The Role of Measurement Errors in the Output Gap," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 178, Mar.
- Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2005, "Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 179, Mar.
- Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2005, "Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 180, Mar.
- Villani, Mattias, 2005, "Inference in Vector Autoregressive Models with an Informative Prior on the Steady State," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 181, Mar.
- Hosung Jung, 2005, "A Test for Autocorrelation in Dynamic Panel Data Models," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d04-77, Feb.
- Massimiliano Marcellino & James Stock & Mark Watson, 2005, "A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 285.
- Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005, "Volatility Forecasting," NBER Working Papers, National Bureau of Economic Research, Inc, number 11188, Mar.
- Jaroslava Hlouskova & Martin Wagner, 2005, "The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0503, Mar.
- Patrick Marsh, , "A Measure of Distance for the Unit Root Hypothesis," Discussion Papers, Department of Economics, University of York, number 05/02.