Printed from https://ideas.repec.org/n/nep-ets/2012-03-21.html
Report NEP-ETS-2012-03-21
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:
- John M Maheu & Yong Song, 2012, "A New Structural Break Model with Application to Canadian Inflation Forecasting," Working Papers, University of Toronto, Department of Economics, number tecipa-448, Mar.
- Gary Koop & Dimitris Korobilis, 2012, "Large time-varying parameter VARs," Working Papers, Business School - Economics, University of Glasgow, number 2012_04, Jan.
- Aslanidis, Nektarios & Fountas, Stilianos, 2012, "Is real GDP stationary? Evidence from a panel unit root test with cross-sectional dependence and historical data," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/181404.
- Item repec:rwi:repape:0310 is not listed on IDEAS anymore
- Item repec:rwi:repape:0301 is not listed on IDEAS anymore
- Miguel Belmonte & Gary Koop & Dimitris Korobilis, 2011, "Hierarchical Shrinkage in Time-Varying Parameter Models," Working Papers, University of Strathclyde Business School, Department of Economics, number 1137, Jun.
- Joshua Chan & Gary Koop & Simon Potter, 2012, "A New Model of Trend Inflation," Working Papers, University of Strathclyde Business School, Department of Economics, number 1202, Feb.
- Marco Del Negro & Frank Schorfheide, 2012, "DSGE model-based forecasting," Staff Reports, Federal Reserve Bank of New York, number 554.
- Pablo Guerrón-Quintana & James M. Nason, 2012, "Bayesian estimation of DSGE models," Working Papers, Federal Reserve Bank of Philadelphia, number 12-4.
- Corsi, Fulvio & Peluso, Stefano & Audrino, Francesco, 2012, "Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1202, Jan.
- Helmut Luetkepohl, 2011, "Vector Autoregressive Models," Economics Working Papers, European University Institute, number ECO2011/30.
- Matthieu Droumaguet & Tomasz Wozniak, 2012, "Bayesian Testing of Granger Causality in Markov-Switching VARs," Economics Working Papers, European University Institute, number ECO2012/06.
- Tommaso Proietti & Helmut Luetkepohl, 2011, "Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series?," Economics Working Papers, European University Institute, number ECO2011/29.
- Valeriy Zakamulin, 2012, "Low-Frequency Waves and the Medium to Long-Term US Stock Market Outlook," Papers, arXiv.org, number 1203.2250, Mar, revised Jan 2013.
- Jon Faust & Abhishek Gupta, 2012, "Posterior Predictive Analysis for Evaluating DSGE Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 17906, Mar.