This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Report NEP-ETS-2005-10-15
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 or RSS Other reports in NEP-ETS
The following items were anounced in this report:
Dechert,W.D., 2005.
"The correlation integral and the independence of stochastic processes Working papers
17, Wisconsin Madison - Social Systems.
[Downloadable!] Bouwman, Kees E. & Jacobs, Jan P.A.M., 2005.
"Forecasting with real-time macroeconomic data: the ragged-edge problem and revisions CCSO Working Papers
200505, University of Groningen, CCSO Centre for Economic Research.
[Downloadable!] Nymoen, Ragnar, 2005.
"Evaluating a Central Bank’s Recent Forecast Failure Memorandum
22/2005, Oslo University, Department of Economics.
[Downloadable!] Adolfson, Malin & Andersson, Michael K. & Lindé, Jesper & Villani, Mattias & Vredin, Anders, 2005.
"Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks Working Paper Series
188, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2006.
[Downloadable!] Villani, Mattias, 2005.
"Bayesian Inference of General Linear Restrictions on the Cointegration Space Working Paper Series
189, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!] Massimiliano Marcellino, 2005.
"Pooling-based Data Interpolation and Backdating Working Papers
299, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!] Jeffrey Grogger, 2005.
"Markov Forecasting Methods for Welfare Caseloads NBER Working Papers
11682, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Juan M.C. Larrosa, 2005.
"Compositional Time Series: Past and Present Econometrics
0510002, EconWPA.
[Downloadable!] Prasad Bidarkota & J. Huston McCulloch, 2003.
"News or Noise? Signal Extraction Can Generate Volatility Clusters From IID Shocks Working Papers
0304, Florida International University, Department of Economics.
[Downloadable!] This page was last updated on 2009-11-15.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .