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Simple Estimators for ARCH Models Supplemental Appendix Todd Prono PRELIMINARIES. This Supplemental Appendix contains
m = 0, . . . , h, define γ̂(Y, Y 2) (m) = n−1 n−m∑ t=1 YtY 2 t+m, γ(Y,...1 ni ∣∣∣x(m)i ∣∣∣j I{∣∣∣x(0)i ∣∣∣>ε}, m = 0, 1, T (1)m,ε ( ∞∑ i=1 niδxi
URL: https://www.federalreserve.gov/econresdata/feds/2016/files/Simple_ARCH_Supplemental_Appendix_1016_feds201683.pdf
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Industrial Production and Capacity Utilization
104.1 -.6 -.4 .5 -.2 -.9 .7 -1.1 Previous estimates 104.5 104.1 104.6 ...1.4 -.1 -.8 1.2 1.3 Business equipment 101.6 101.3 101.4 102.0 101.6 102.5
URL: https://www.federalreserve.gov/Releases/g17/20160517/
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Federal Reserve Statistical Release G.17 - July 14, 2000
.1 | 1.3 Business equipment | 183.0 185.1 186.2 187.0 | 1.4 1.1 .6 .4 ...1.0 .4 -.9 -1.0 | 3.3 Materials | 163.1 164.9 166.6 167.8 | 1.2 1.1 1.0
URL: https://www.federalreserve.gov/Releases/g17/20000714/
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Industrial Production and Capacity Utilization
91.1 91.4 92.6 92.8 92.8 93.6 -.1 .3 1.3 .1 .1 .8 5.9 Previous estimates...105.1 102.8 99.1 100.8 -3.6 1.8 4.5 -2.3 -3.6 1.7 1.5 Capacity utilization
URL: https://www.federalreserve.gov/Releases/g17/20110415/
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Federal Reserve Board - Industrial Production and Capacity Utilization - G.17
109.1 113.1 114.1 114.4 116.4 Primary energy 11.83 121.5 121.1 122.3 122.5...99.1 99.8 100.2 99.8 100.1 100.1 100.6 101.1 Manufacturing[1] 67.44 94.1
URL: https://www.federalreserve.gov/releases/G17/Current/table5.htm
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Federal Reserve Board - Industrial Production and Capacity Utilization - G.17
80.1 80.9 82.4 Computer and electronic products 334 4.77 77.1 78.1 82.2...1.27 79.1 78.1 82.5 78.4 92.4 63.0 76.4 73.8 75.6 75.8 75.9 76.6 76.1
URL: https://www.federalreserve.gov/Releases/g17/20230915/table2_sup.htm
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Federal Reserve Board - Industrial Production and Capacity Utilization - G.17
1.11 109.5 102.6 105.2 101.4 99.3 97.9 103.3 89.2 92.1 95.1 99.6 101.8...94.1 92.1 93.0 92.4 92.5 93.1 93.0 91.6 95.4 93.3 94.1 93.5 Iron and steel
URL: https://www.federalreserve.gov/Releases/g17/20240618/table1c_sup.htm
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Industrial Production and Capacity Utilization
79.1 48.1 94.4 75.6 94.1 48.6 78.1 70.9 71.1 74.8 76.6 75.7 73.8 Iron ...1.09 76.9 64.9 82.1 68.3 82.4 57.5 71.8 69.9 69.4 70.1 70.1 71.5 72.8
URL: https://www.federalreserve.gov/Releases/g17/20130315/table2_sup.htm
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The Fed - Industrial Production and Capacity Utilization - G.17
1.08 102.6 100.8 92.9 97.3 93.0 92.1 94.8 84.0 79.1 90.0 95.4 97.3 Cement...1.55 96.5 98.4 95.4 100.2 96.6 97.1 98.2 97.1 93.5 99.1 96.8 97.2 Hardware
URL: https://www.federalreserve.gov/Releases/g17/20210615/table1c_sup.htm
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The Fed - Industrial Production and Capacity Utilization - G.17
63.1 77.8 80.8 79.6 Cement and concrete product 3273 1.01 130.2 137.1 ...1.81 94.1 90.7 89.9 87.1 73.4 68.3 83.5 87.5 93.9 94.2 81.1 71.8 Ventilation
URL: https://www.federalreserve.gov/Releases/g17/20200616/table1c_sup.htm
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