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Report NEP-ETS-2008-09-20
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:
- Yannick LE PEN & Benoît SEVI, 2008, "Volatility transmission and volatility impulse response functions in European electricity forward markets," Cahiers du CREDEN (CREDEN Working Papers), CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1, number 08.09.77.
- Rangan Gupta & Alain Kabundi, 2008, "Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models," Working Papers, University of Pretoria, Department of Economics, number 200830, Sep.
- D.S.G. Pollock, 2008, "Realisations of Finite-Sample Frequency-Selective Filters," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 08/32, Sep.
- Otero, Jesús & Smith, Jeremy & Giulietti, Monica, 2008, "Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 865.
- Les Oxley & Chris Price & William Rea & Marco Reale, 2008, "A New Procedure to Test for H Self-Similarity," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 08/16, Sep.
- Fulvio Corsi & Davide Pirino & Roberto Renò, 2008, "Volatility forecasting: the jumps do matter," Department of Economics University of Siena, Department of Economics, University of Siena, number 534, Jun.
- Rao, B. Bhaskara & Singh, Rup & Kumar, Saten, 2008, "Do we need time series econometrics," MPRA Paper, University Library of Munich, Germany, number 10530, Jan, revised 14 Sep 2008.
- James H. Stock & Mark W. Watson, 2008, "Phillips Curve Inflation Forecasts," NBER Working Papers, National Bureau of Economic Research, Inc, number 14322, Sep.