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Report NEP-ETS-2005-12-01
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:
- Roberto Tatiwa Ferreira & Luiz Ivan de Melo Castelar, 2005, "Forecasting Quarterly Brazilian Gdp Growth Rate With Linear And Nonlinear Diffusion Index Models," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 029.
- Item repec:dnb:dnbwpp:055 is not listed on IDEAS anymore
- Lawrence J. Christiano & Martin S. Eichenbaum & Robert J. Vigfusson, 2005, "Alternative procedures for estimating vector autoregressions identified with long-run restrictions," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 842.
- Todd E. Clark & Kenneth D. West, 2005, "Approximately normal tests for equal predictive accuracy in nested models," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 05-05.
- Federico Ravenna, 2005, "Vector Autoregressions and Reduced Form Representations of DSGE Models," 2005 Meeting Papers, Society for Economic Dynamics, number 841.
- Lawrence Christiano & Martin Eichenbaum, 2005, "Assessing the Usefulness of Structural Vector Autoregressions," 2005 Meeting Papers, Society for Economic Dynamics, number 902.
- M. Dossche & G. Everaert, 2005, "Measuring inflation persistence: a structural time series approach," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 05/340, Nov.
- Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2005, "Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep20021, Oct.
- Francesco Bravo, , "Sieve Nonparametric Likelihood Methods for Unit Root Tests," Discussion Papers, Department of Economics, University of York, number 05/33.
- Item repec:deu:dpaper:0405 is not listed on IDEAS anymore
- Zsolt Darvas & Gabor Vadas, 2005, "A New Method for Combining Detrending Techniques with Application to Business Cycle Synchronization of the New EU Members," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2005/05.