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Report NEP-ETS-2007-02-10
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:
- Tomas del Barrio Castro, 2007, "Using the HEGY Procedure When Not All Roots Are Present," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 170.
- Antoine Jacquier, 2007, "Asymptotic skew under stochastic volatility," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0703, Jan.
- John Galbraith & Greg Tkacz, 2007, "How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables," Staff Working Papers, Bank of Canada, number 07-1, DOI: 10.34989/swp-2007-1.
- Peter C.B. Phillips & Jun Yu, 2007, "Information Loss in Volatility Measurement with Flat Price Trading," Levine's Bibliography, UCLA Department of Economics, number 321307000000000805, Jan.
- Issler, João Victor & Lima, Luiz Renato Regis de Oliveira, 2007, "A panel data approach to economic forecasting: the bias-corrected average forecast," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 642, Jan.
- Silvennoinen, Annastiina & Teräsvirta, Timo, 2007, "Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 0652, Feb.
- Kirdan Lees & Troy Matheson & Christie Smith, 2007, "Open economy DSGE-VAR forecasting and policy analysis - head to head with the RBNZ published forecasts," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2007/01, Jan.
- Troy Matheson & James Mitchell & Brian Silverstone, 2007, "Nowcasting and predicting data revisions in real time using qualitative panel survey data," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2007/02, Feb.
- Juan Carlos Escanciano & Silvia Mayoral, 2007, "Data-Driven Smooth Tests for the Martingale Difference Hypothesis," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/07, Jan.
- Rasmus Kattai, 2007, "Constants do not stay constant because variables are varying," Bank of Estonia Working Papers, Bank of Estonia, number 2007-01, Jan, revised 02 Jan 2007.
- Minford, Patrick & Theodoridis, Konstantinos & Meenagh, David, 2007, "Testing a model of the UK by the method of indirect inference," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2007/2, Jan, revised Apr 2008.
- Item repec:hum:wpaper:sfb649dp2007-005 is not listed on IDEAS anymore
- Arz, Stephanus, 2006, "A new mixed multiplicative-additive model for seasonal adjusment," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,47.
- Feng, Yuanhua, 2006, "A local dynamic conditional correlation model," MPRA Paper, University Library of Munich, Germany, number 1592.
- Feng, Yuanhua & Beran, Jan & Yu, Keming, 2006, "Modelling financial time series with SEMIFAR-GARCH model," MPRA Paper, University Library of Munich, Germany, number 1593.
- Feng, Yuanhua & Yu, Keming, 2006, "Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model," MPRA Paper, University Library of Munich, Germany, number 1597.