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Report NEP-ETS-2006-09-11
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:
- Joon Y. Park & Mototsugu Shintani, 2006, "Testing for a Unit Root against Transitional Autoregressive Models," Levine's Bibliography, UCLA Department of Economics, number 321307000000000316, Sep.
- Manuel Arellano & Jinyong Hahn, 2005, "Understanding Bias in Nonlinear Panel Models: Some Recent Developments," Working Papers, CEMFI, number wp2005_0507.
- Bill Russell, Anindya Banerjee, 2006, "The Long-Run Phillips Curve and Non-Stationary Inflation," Economics Working Papers, European University Institute, number ECO2006/16.
- Elena Pesavento, 2006, "Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite Sample Size," Economics Working Papers, European University Institute, number ECO2006/18.
- Markku Lanne, 2006, "Forecasting Realized Volatility by Decomposition," Economics Working Papers, European University Institute, number ECO2006/20.
- Markku Lanne, Helmut Luetkepohl, 2006, "Identifying Monetary Policy Shocks via Changes in Volatility," Economics Working Papers, European University Institute, number ECO2006/23.
- Meitz, Mika & Saikkonen, Pentti, 2006, "Stability of nonlinear AR-GARCH models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 632, Jun.
- Fischer, Christoph & Porath, Daniel, 2006, "A reappraisal of the evidence on PPP: a systematic investigation into MA roots in panel unit root tests and their implications," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,23.
- Bohl, Martin T. & Döpke, Jörg & Pierdzioch, Christian, 2006, "Real-time forecasting and political stock market anomalies: evidence for the U.S," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,22.