Report NEP-ECM-2013-08-23

This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.

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Other reports in NEP-ECM

The following items were announced in this report:

• Warne, Anders & Coenen, Günter & Christoffel, Kai, 2013. "Predictive likelihood comparisons with DSGE and DSGE-VAR models," Working Paper Series 1536, European Central Bank.
• Joel L. Horowitz, 2013. "Ill-posed inverse problems in economics," CeMMAP working papers CWP37/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Nikhil Agarwal & William Diamond, 2013. "Identification and Estimation in Two-Sided Matching Markets," Cowles Foundation Discussion Papers 1905, Cowles Foundation for Research in Economics, Yale University, revised Feb 2014.
• Mawuli Segnon & Thomas Lux, 2013. "Multifractal Models in Finance: Their Origin, Propterties, and Applications," Kiel Working Papers 1860, Kiel Institute for the World Economy.
• Amisano, Gianni & Geweke, John, 2013. "Prediction using several macroeconomic models," Working Paper Series 1537, European Central Bank.
• Igor Borovikov & Michael Sadovsky, 2013. "A relative information approach to financial time series analysis using binary $N$-grams dictionaries," Papers 1308.2732, arXiv.org.
• Leo Krippner, 2013. "A tractable framework for zero-lower-bound Gaussian term structure models," CAMA Working Papers 2013-49, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• James G. MacKinnon & Matthew D. Webb, 2015. "Wild Bootstrap Inference For Wildly Different Cluster Sizes," Working Paper 1314, Economics Department, Queen's University.
• Item repec:syb:wpbsba:04/2013 is not listed on IDEAS anymore

• Item repec:syb:wpbsba:01/2013 is not listed on IDEAS anymore

• Desislava Chetalova & Thilo A. Schmitt & Rudi Schafer & Thomas Guhr, 2013. "Portfolio return distributions: Sample statistics with non-stationary correlations," Papers 1308.3961, arXiv.org, revised Jun 2014.
• Gross, Marco, 2013. "Estimating GVAR weight matrices," Working Paper Series 1523, European Central Bank.
• Gross, Marco & Binder, Michael, 2013. "Regime-switching global vector autoregressive models," Working Paper Series 1569, European Central Bank.
• Smets, Frank & Warne, Anders & Wouters, Raf, 2013. "Professional forecasters and the real-time forecasting performance of an estimated new keynesian model for the euro area," Working Paper Series 1571, European Central Bank.
• Item repec:syb:wpbsba:07_2013 is not listed on IDEAS anymore

• Groenen, P.J.F. & Borg, I., 2013. "The Past, Present, and Future of Multidimensional Scaling," Econometric Institute Research Papers EI 2013-07, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
• Mitesh Kataria, 2013. "One Swallow Doesn't Make a Summer - A Note," Jena Economics Research Papers 2013-030, Friedrich-Schiller-University Jena.