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Report NEP-ETS-2007-01-02
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:
- Luca Dedola & Stefano Neri, 2006, "What does a technology shock do? A VAR analysis with model-based sign restrictions," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 607, Dec.
- Marcellino, Massimiliano, 2006, "A Simple Benchmark for Forecasts of Growth and Inflation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6012, Dec.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2006, "A Two-step estimator for large approximate dynamic factor models based on Kalman filtering," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2006-23.
- Jönsson, Kristian, 2006, "Finite-Sample Stability of the KPSS Test," Working Papers, Lund University, Department of Economics, number 2006:23, Dec.