RP 2010-1: Forecasting with nonlinear time series models by Anders Bredahl Kock and Timo Teräsvirta

RP 2010-2: Asymmetric unemployment rate dynamics in Australia by Gunnar Bårdsen, Stan Hurn and Zoë McHugh

RP 2010-3: Cash Flow-Predictability: Still Going Strong by Jesper Rangvid, Maik Schmeling and Andreas Schrimpf

RP 2010-4: The Taylor Rule and “Opportunistic” Monetary Policy by Helle Bunzel and Walter Enders

RP 2010-5: Non-linear DSGE Models and The Optimized Particle Filter by Martin M. Andreasen

RP 2010-6: Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli by Søren Johansen and Bent Nielsen

RP 2010-7: Bootstrap Sequential Determination of the Co-integration Rank in VAR Models by Giuseppe Cavaliere, Anders Rahbek and A.M.Robert Taylor

RP 2010-8: Estimating the Persistence and the Autocorrelation Function of a Time Series that is Measured with Error by Peter R. Hansen and Asger Lunde

RP 2010-9: Pitfalls in VAR based return decompositions: A clarification by Tom Engsted, Thomas Q. Pedersen and Carsten Tanggaard

RP 2010-10: Stochastic Volatility by Torben G. Andersen and Luca Benzoni

RP 2010-11: Affine Bond Pricing with a Mixture Distribution for Interest Rate Time-Series Dynamics by Torben B. Rasmussen

RP 2010-12: The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models by Martin M. Andreasen and Bent Jesper Christensen

RP 2010-13: Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility by Peter Reinhard Hansen, Zhuo (Albert) Huang and Howard Howan Shek