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Report NEP-ETS-2009-03-14
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:
- Dennis Kristensen & Andrew Ang, 2009, "Testing Conditional Factor Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-09, Mar.
- Rangel José Gonzalo & Engle Robert F., 2009, "The Factor-Spline-GARCH Model for High and Low Frequency Correlations," Working Papers, Banco de México, number 2009-03, Feb.
- Noriega Antonio E. & Ramos Francia Manuel, 2008, "A Note on the Dynamics of Persistence in US Inflation," Working Papers, Banco de México, number 2008-12, Aug.
- Benavides Guillermo & Capistrán Carlos, 2009, "Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts," Working Papers, Banco de México, number 2009-01, Jan.
- Dimitrios Thomakos & Konstantinos Nikolopoulos, 2009, "The Theta Model in the Presence of a Unit Root Some new results on “optimal” theta forecasts," Working Papers, University of Peloponnese, Department of Economics, number 0034.
- Konstantinos Nikolopoulos & Dimitrios Thomakos & Fotios Petropoulos & Vassilis Assimakopoulos, 2009, "Theta Model Forecasts for Financial Time Series: A Case Study in the S&P500," Working Papers, University of Peloponnese, Department of Economics, number 0033.
- Item repec:lan:wpaper:005916 is not listed on IDEAS anymore
- Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2009, "Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2009_005.
- Item repec:pra:mprapa:13913 is not listed on IDEAS anymore
- Eo, Yunjong, 2008, "Bayesian Analysis of DSGE Models with Regime Switching," MPRA Paper, University Library of Munich, Germany, number 13910, Aug, revised 11 Feb 2009.