Report NEP-ETS-2014-09-08

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:

• Item repec:ipg:wpaper:2014-469 is not listed on IDEAS anymore

• Item repec:ipg:wpaper:2014-480 is not listed on IDEAS anymore

• Rangan Gupta & Anandamayee Majumdar, 2014. "Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models," Working Papers 201444, University of Pretoria, Department of Economics.
• Su, EnDer, 2014. "Measuring Contagion Risk in High Volatility State between Major Banks in Taiwan by Threshold Copula GARCH Model," MPRA Paper 58161, University Library of Munich, Germany.
• Götz, T.B. & Hecq, A.W., 2014. "Testing for Granger causality in large mixed-frequency VARs," Research Memorandum 028, Maastricht University, Graduate School of Business and Economics (GSBE).
• Item repec:ipg:wpaper:2014-462 is not listed on IDEAS anymore