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Report NEP-ETS-2006-12-01
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:
- Georgios Chortareas & George Kapetanios, 2006, "The yen real exchange rate may be stationary after all: evidence from non-linear unit root tests," Bank of England working papers, Bank of England, number 311, Oct.
- Xiao, Zhijie & Lima, Luiz Renato Regis de Oliveira, 2006, "Testing covariance stationarity," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 632, Nov.
- Item repec:gen:geneem:2006.06 is not listed on IDEAS anymore
- Item repec:hal:papers:halshs-00112514_v1 is not listed on IDEAS anymore
- González, Andrés & Teräsvirta, Timo, 2006, "Modelling autoregressive processes with a shifting mean," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 637, Sep, revised 22 May 2007.
- Thomas Flavin & Ekaterini Panopoulou, 2006, "Shift versus traditional contagion in Asian markets," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp176, Nov.
- MArcelo Carvalho & MArco Aurelio Freire & Marcelo Cunha Medeiros & Leonardo Souza, 2006, "Modeling and forecasting the volatility of Brazilian asset returns," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 530, Nov.
- Michael McAleer & Marcelo Cunha Medeiros, 2006, "Realized volatility: a review," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 531 Publication status: F, Nov.
- Item repec:ecb:ecbwps:20060692 is not listed on IDEAS anymore