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Report NEP-ETS-2006-07-09
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:
- Norman J. Morin, 2006, "Likelihood ratio tests on cointegrating vectors, disequilibrium adjustment vectors, and their orthogonal complements," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2006-21.
- Todd E. Clark & Michael W. McCracken, 2006, "Forecasting of small macroeconomic VARs in the presence of instabilities," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 06-09.
- James H. Stock & Mark W. Watson, 2006, "Why Has U.S. Inflation Become Harder to Forecast?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12324, Jun.
- Anders B. Trolle & Eduardo S. Schwartz, 2006, "A General Stochastic Volatility Model for the Pricing and Forecasting of Interest Rate Derivatives," NBER Working Papers, National Bureau of Economic Research, Inc, number 12337, Jun.
- Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson, 2006, "Assessing Structural VARs," NBER Working Papers, National Bureau of Economic Research, Inc, number 12353, Jul.