Details about James Andrew Engel

Access statistics for papers by James Andrew Engel.

Last updated 2009-03-11. Update your information in the RePEc Author Service.

Short-id: pen24

Working Papers

2004

1. Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting
   Econometric Society 2004 Australasian Meetings, Econometric Society View citations (3)

1999

2. Value at Risk: On the Stability and Forecasting of the Variance-covariance Matrix
   RBA Research Discussion Papers, Reserve Bank of Australia View citations (1)

1998

3. A RESEARCH AGENDA FOR PRUDENTIAL SUPERVISION
   Banking & Finance Conference Papers, Centre for Australian Financial Institutions

Journal Articles

2005

1. Some methods for assessing the need for non-linear models in business cycle analysis
   International Journal of Forecasting, 2005, 21, (4), 651-662 View citations (23)