Report NEP-ETS-2000-01-31

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.

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Other reports in NEP-ETS

The following items were announced in this report:

• Arthur Lewbel & Serena Ng, 2000. "Demand Systems With Nonstationary Prices," Boston College Working Papers in Economics 441, Boston College Department of Economics, revised 07 Jun 2002.
• Item repec:dgr:eureir:1999105 is not listed on IDEAS anymore

• Item repec:dgr:eureir:1998145 is not listed on IDEAS anymore

• Keith Sill & Jeffrey M. Wrase, 1999. "Solving and simulating a simple open-economy model with Markov-switching driving processes and rational learning," Working Papers 99-14, Federal Reserve Bank of Philadelphia.
• John C. Robertson & Ellis W. Tallman, 1999. "Prior parameter uncertainty: Some implications for forecasting and policy analysis with VAR models," FRB Atlanta Working Paper 99-13, Federal Reserve Bank of Atlanta.
• Item repec:dgr:eureir:1999106 is not listed on IDEAS anymore

• Item repec:dgr:eureir:2000184 is not listed on IDEAS anymore

• Item repec:dgr:eureir:1999144 is not listed on IDEAS anymore

• Item repec:dgr:eureir:1999154 is not listed on IDEAS anymore

• Pesaran, M. H., 1999. "On Aggregation of Linear Dynamic Models," Cambridge Working Papers in Economics 9919, Faculty of Economics, University of Cambridge.
• Chris Downing, 1999. "Nonparametric estimation of multifactor continuous time interest rate models," Finance and Economics Discussion Series 1999-62, Board of Governors of the Federal Reserve System (U.S.).
• Item repec:dgr:eureir:2000183 is not listed on IDEAS anymore

• Dean Croushore & Tom Stark, 1999. "Does data vintage matter for forecasting?," Working Papers 99-15, Federal Reserve Bank of Philadelphia.
• Item repec:dgr:eureir:1999163 is not listed on IDEAS anymore

• Item repec:dgr:eureir:1999141 is not listed on IDEAS anymore

• Item repec:dgr:eureir:1999109 is not listed on IDEAS anymore

• John B. Carlson & Dennis L. Hoffman & Benjamin D. Keen & Robert H. Rasche, 1999. "Results of a study of the stability of cointegrating relations comprised of broad monetary aggregates," Working Papers (Old Series) 9917, Federal Reserve Bank of Cleveland.
• Item repec:dgr:eureir:1999156 is not listed on IDEAS anymore

• Item repec:dgr:eureir:1999155 is not listed on IDEAS anymore

• Serena Ng & Timothy Vogelsang, 1999. "Forecasting Dynamic Time Series in the Presence of Deterministic Components," Boston College Working Papers in Economics 445, Boston College Department of Economics.
• Barry E. Jones & Travis D. Nesmith, 1999. "Tests for non-linear dynamics in systems of non-stationary economic time series: the case of short-term US interest rates," Finance and Economics Discussion Series 1999-55, Board of Governors of the Federal Reserve System (U.S.).
• Item repec:dgr:eureir:1999178 is not listed on IDEAS anymore

• Item repec:dgr:eureir:1999171 is not listed on IDEAS anymore

• Item repec:dgr:eureir:1999111 is not listed on IDEAS anymore

• Item repec:dgr:eureir:1998103 is not listed on IDEAS anymore

• Item repec:dgr:eureir:1999108 is not listed on IDEAS anymore

• Item repec:dgr:eureir:1999165 is not listed on IDEAS anymore

• Robert A. Moffitt & Peter Gottschalk, 1995. "Trends in the Variances of Permanent and Transitory Earnings in the U.S. and Their Relation to Earnings Mobility," Boston College Working Papers in Economics 444, Boston College Department of Economics, revised 01 Nov 1998.
• Item repec:dgr:eureir:1999152 is not listed on IDEAS anymore

• Dean Croushore & Tom Stark, 1999. "A real-time data set for marcoeconomists: does the data vintage matter?," Working Papers 99-21, Federal Reserve Bank of Philadelphia.
• N. Terui & Herman K. van Dijk, 2000. "Combined Forecasts from Linear and Nonlinear Time Series Models," Tinbergen Institute Discussion Papers 00-003/4, Tinbergen Institute.
• Item repec:dgr:eureir:1999172 is not listed on IDEAS anymore

• Richard Arnott, 2001. "The Corridor Problem," Boston College Working Papers in Economics 443, Boston College Department of Economics.
• Item repec:dgr:eureir:1999170 is not listed on IDEAS anymore

• Item repec:dgr:eureir:1999153 is not listed on IDEAS anymore

• Item repec:dgr:eureir:1999149 is not listed on IDEAS anymore

• Todd E. Clark & Michael W. McCracken, 1999. "Tests of equal forecast accuracy and encompassing for nested models," Research Working Paper 99-11, Federal Reserve Bank of Kansas City.
• Item repec:dgr:eureir:1999143 is not listed on IDEAS anymore