Printed from https://ideas.repec.org/n/nep-ets/2011-06-11.html
Report NEP-ETS-2011-06-11
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:
- Massimiliano Caporin & Michael McAleer, 2011, "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/23, May.
- Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2011, "Bayesian Inference in the Time Varying Cointegration Model," Working Papers, University of Strathclyde Business School, Department of Economics, number 1121, Apr.
- Markus Jochmann & Gary Koop, 2011, "Regime-Switching Cointegration," Working Papers, University of Strathclyde Business School, Department of Economics, number 1125, May.
- Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2011, "Bayesian Model Averaging in the Instrumental Variable Regression Model," Working Papers, University of Strathclyde Business School, Department of Economics, number 1112, Apr.
- Gary Koop, 2011, "Forecasting with Medium and Large Bayesian VARs," Working Papers, University of Strathclyde Business School, Department of Economics, number 1117, Apr.
- Gary Koop & Joshua Chan, 2011, "Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables," Working Papers, University of Strathclyde Business School, Department of Economics, number 1111, Apr.
- Gary Koop & Dimitris Korobilis, 2011, "Forecasting Inflation Using Dynamic Model Averaging," Working Papers, University of Strathclyde Business School, Department of Economics, number 1119, Apr.
- Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011, "A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models," Working Papers, University of Strathclyde Business School, Department of Economics, number 1113, Apr.
- Item repec:hum:wpaper:sfb649dp2011-028 is not listed on IDEAS anymore
- Item repec:hum:wpaper:sfb649dp2011-027 is not listed on IDEAS anymore
- Jitka Pomenkova & Roman Marsalek, 2011, "Time and frequency domain in the business cycle structure," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2011-07, Apr.
- Tsyplakov, Alexander, 2011, "Evaluating density forecasts: a comment," MPRA Paper, University Library of Munich, Germany, number 31184, May.
- Kilian, Lutz & Inoue, Atsushi, 2011, "Inference on Impulse Response Functions in Structural VAR Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8419, Jun.
- John Cotter, 2011, "Uncovering Long Memory in High Frequency UK Futures," Working Papers, Geary Institute, University College Dublin, number 200414, 05.