Report NEP-ETS-2006-05-27This 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:
- Item repec:dgr:kubcen:200644 is not listed on IDEAS anymore
- Item repec:dgr:kubcen:200645 is not listed on IDEAS anymore
- Item repec:dgr:rugccs:200602 is not listed on IDEAS anymore
- Bevilacqua, Franco, 2006. "Random walks and cointegration relationships in international parity conditions between Germany and USA for the post Bretton-Woods period," MERIT Working Papers 012, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
- Giordani, Paolo & Kohn, Robert, 2006. "Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models," Working Paper Series 196, Sveriges Riksbank (Central Bank of Sweden).
- Angela Birk, 2006. "Method to Find the VARs Easily," Departmental Working Papers 2006-11, Department of Economics, Louisiana State University.
- Riccardo LUCCHETTI & Giulio PALOMBA, 2006. "Forecasting US bond yields at weekly frequency," Working Papers 261, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- James Peery Cover & C. James Hueng, 2006. "Why Did the Sign of the Price-Output Correlation Change? Evidence from a Structural VAR with GARCH Errors," Working Papers 200602, Ball State University, Department of Economics, revised Mar 2006.
- Giorgio Vittadini & Simona Caterina Minotti & Marco Fattore & Pietro Giorgio Lovaglio, 2005. "On the Relationships among Latent Variables and Residuals in PLS Path Modeling: the Formative-Reflective Scheme," Working Papers 20061101, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised Oct 2006.
- Matteo Pelagatti & Stefania Rondena, 2004. "Dynamic Conditional Correlation with Elliptical Distributions," Working Papers 20060508, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised May 2006.