Second Order Filter Distribution Approximations for Financial Time Series with Extreme Outlier



Estudos do GEMF

N.° 3   The consistency of optimal policy rules in stochastic rational expectations

models

- David Backus and John Driffill

N.° 2 The term structure of the spreads between Portuguese and German interest
rates during stage II of EMU

- José Soares da Fonseca

N.° 1    O processo desinflacionista português: anaiise de alguns custos e beneficios

- Antonio Portugal Duarte

2001

N.° 14 Equity prices and monetary policy: an overview with an exploratory model

- Fernando Alexandre e Pedro Baçào

N.° 13 A convergência das taxas de juro portuguesas para os nveis europeus durante
a segunda metade da década de noventa
- José Soares da Fonseca

N.° 12 Le rôle de l’investissement dans l’éducation sur la croissance selon différentes
spécifications du capital humain.

- Adelaide Duarte e Marta Simδes

N.° 11 Ricardian Equivalence: An Empirical Application to the Portuguese Economy
- Carlos Fonseca Marinheiro

N.° 10 A Especificaçao da Funçâo de Produçâo Macro-Economica em Estudos de
Crescimento Economico.

- Maria Adelaide Duarte e Marta Simδes

N.° 9 Eficacia da Analise Técnica no Mercado Accionista Português
- Nuno Silva

N.° 8 The Risk Premiums in the Portuguese Treasury Bills Interest Rates:
Estimation by a cointegration method
- José Soares da Fonseca

N.° 7 Principais factores de crescimento da economia portuguesa no espaço europeu
- Maria Adelaide Duarte e Marta Simδes

N.° 6 Inflation Targeting and Exchange Rate Co-ordination
- Fernando Alexandre, John Driffill e Fabio Spagnolo

G.E.M.F. - F.E.U.C.



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