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Report NEP-ETS-2007-03-24
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:
- Timmermann, Allan & Guidolin, Massimo, 2007, "Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6188, Mar.
- Floden, Martin, 2007, "A Note on the Accuracy of Markov-Chain Approximations to Highly Persistent AR(1)-Processes," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 656, Mar.
- Torben G. Andersen & Tim Bollerslev & Dobrislav Dobrev, 2007, "No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 12963, Mar.
- Fabio C. Bagliano & Claudio Morana, 2007, "Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms?," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 40.
- Item repec:qmw:qmwecw:wp593 is not listed on IDEAS anymore
- Item repec:hum:wpaper:sfb649dp2007-012 is not listed on IDEAS anymore
- Weron, Rafal & Misiorek, Adam, 2007, "Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts?," MPRA Paper, University Library of Munich, Germany, number 2292, Mar, revised Oct 2007.