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About half the links I have open right now that would be nice to find tomorrow – about US economic crisis and international concerns and forecasting models

http://www.foxbusiness.com/story/markets/fbi-probes-companies-heart-crisis/
Tuesday, September 23, 2008
FBI Probes Companies at Heart of Crisis

Associated Press

WASHINGTON–The FBI is investigating four major U.S. financial institutions whose collapse helped trigger a $700 billion bailout plan by the Bush administration.

Two law enforcement officials said the FBI is looking at potential fraud by mortgage finance giants Fannie Mae (FNM: 1.74, +0.43, +32.82%) and Freddie Mac (FRE: 1.89, +0.57, +43.18%), Lehman Brothers Holdings Inc.(LEH: 0.13, -0.17, -56.66%), and insurer American International Group Inc.(AIG: 3.31, -1.69, -33.80%)

A senior law enforcement official says the inquiries, still in preliminary stages, will focus on the financial institutions and the individuals that ran them.

Officials say the new inquiries brings the number of corporate lenders under investigation over the last year to 26.

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http://www.senate.gov/

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http://www.unece.org/stats/links_int.htm#international

http://www.unece.org/site_map.htm
http://www.unece.org/programs/programs.htm
http://www.unece.org/meetings/meetings.htm
http://www.unece.org/info_resources/info_resources.htm
http://www.unece.org/about/about.htm
http://www.unece.org/contact/contact.htm

United Nations Economic Commission for Europe
STATISTICS
http://www.unece.org/stats/stats_e.htm Statistics Home http://www.unece.org/stats/activities.e.htmActivities
http://www.unece.org/stats/archive/docs.e.htm Documents Library
http://www.unece.org/stats/publ.htm Publications
http://w3.unece.org/pxweb/Dialog/ Data on-line
http://www.unece.org/stats/links.htm Links

LINKS TO OFFICIAL STATISTICS FOR EUROPE AND NORTH AMERICA

23 April, 2008
http://www.unece.org/stats/links_int.htm#national”>
http://www.unece.org/stats/links.htm#national
National Statistical Agencies of the UNECE Member Countries

International Statistical Agencies

http://www.unece.org/stats/links_int.htm#international
United Nations and specialized agencies
http://www.unece.org/stats/links_int.htm#EU”
European Union
http://www.unece.org/stats/links_int.htm#IO”
Intergovernmental organizations
http://www.unece.org/stats/links_int.htm#NO”
Non-governmental organizations
http://www.unece.org/stats/links_int.htm#regions”
Other Regions
http://www.unece.org/stats/links_int.htm#other”
Other Statistical Sources

International Statisitical Agencies

United Nations and specialized agencies

http://unstats.un.org/unsd/
United Nations Statistics Division

http://www.un.org/popin/
United Nations Population Division/DESA

http://www.un.org/esa/socdev/ageing/index.html
United Nations Programme on Ageing

http://www.unhcr.org/statistics.html
United Nations High Commissioner for Refugees

http://www.fao.org/es/ess/
Food and Agriculture Organization of the United Nations (FAO)
http://www.fao.org/faostat/
FAOSTAT
http://www.icao.org/
International Civil Aviation Organization (ICAO)
http://www.ilo.org/public/english/bureau/stat/index.htm
International Labour Organization (ILO), Bureau of Statistics
http://laborsta.ilo.org/
LABORSTA database
http://www.imf.org/external/np/sta/
International Monetary Fund (IMF)
http://dsbb.imf.org/
Dissemination Standards Bulletin Board

http://www.uis.unesco.org/
United Nations Educational, Scientific and Cultural Organization (UNESCO)
http://www.undp.org/
United Nations Development Programme (UNDP)http://hdr.undp.org/statistics/
Human Development Report

http://www.unfpa.org/
United Nations Population Fund (UNFPA)
http://www.unido.org/
United Nations Industrial Development Organization (UNIDO)
http://www.unicri.it/
United Nations Interregional Crime and Justice Research Institute (UNICRI)

http://www.who.int/whosis/en/
World Health Organization (WHO) Statistical Information System

http://www.who.dk/InformationSources/Data/20010827_1
WHO Regional Office for Europe (WHO/EURO)

http://www.worldbank.org/
World Bank

http://www.wmo.ch/web/ddbs/ddbs.html
World Meteorological Organization (WMO)

http://www.unece.org/stats/links_int.htm#top

http://epp.eurostat.ec.europa.eu/pls/portal/ddis.go_home?p_language=en EUROSTAT, Statistical Office of the European Communities

http://www.ecb.int/stats/html/index.en.html
European Central Bank

Intergovernmental organizations – IO
http://www.oecd.org/department/0,2688,en_2649_33715_1_1_1_1_1,00.html Organization for Economic Cooperation and Development (OECD) (Statistics Directorate)

http://www.iea.org/statist/index.htm
International Energy Agency <

http://www.cisstat.com/
Interstate Statistical Committee of the Commonwealth of Independent States

http://www.ipu.org/
Inter-Parliamentary Union

http://www.wto.org/english/res_e/statis_e/statis_e.htm
World Trade Organization (WTO)

http://www.unwto.org/statistics/index.htm
World Tourism Organization (UNWTO)

http://www.iom.ch/
International Organization for Migration (IOM)

Non-governmental organizations

http://www.cbs.nl/isi/
International Statistical Institute (ISI)

http://www.stat.fi/iaos/
International Association for Official Statistics (IAOS)

http://www.wri.org/wri/index.html
World Resources Institute (WRI)
http://earthtrends.wri.org/
EarthTrends

Other statistical sources

Press, private databases, user groups, etc.
http://www.ntu.edu.sg/lib/stat/statdata.htm
Statistical Data Locator
(by Nanyang Technological University)

http://www.blaiseusers.org/
International BLAISE user group
http://www.blaiseusers.org/govstat.htm
links
http://www.lib.umich.edu/govdocs/frames/stdemfr.html
University of Michigan – links to statistical resources on the Web

http://unstats.un.org/unsd/methods/citygroup/index.htm
City groups on statistical methodologies
(by UN Statistics Division)

http://ideas.uqam.ca/EDIRC/statoff.html
Economics Departments, Institutes and Research Centres in the World
(maintained by University of Quebec)

Other regions
UN regional commissions
http://www.eclac.cl/estadisticas/default.asp?idioma=IN
United Nations Economic Commission for Latin America and the Caribbean (ECLAC)

http://www.unescap.org/stat/
United Nations Economic and Social Commission for Asia and the Pacific (ESCAP)<
http://www.unescap.org/stat/nsos.htm
http://www.escwa.org.lb/
United Nations Economic Commission for Western Asia (ESCWA)

http://www.uneca.org/
United Nations Economic Commission for Africa (ECA)
The designations employed and the presentation of the material in these external web sites do no imply the expression of any opinion whatsover on the part of the Secretariat of the United Nations concerning the legal status of any country, territory, city or area, or of its authorities, or concerning the delimitation of its frontiers or boundaries.

mailto:support.stat@unece.org
support.stat@unece.org

© United Nations Economic Commission for Europe

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http://www.icj-cij.org/homepage/index.php?p1=0
International Court of Justice
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http://www.icc-cpi.int/home.html&l=en
International Criminal Court
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http://untreaty.un.org/ola/FR/Default.aspx
Bureau Des Affaires Juridiques (OLA)
Nations Unies

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http://isi.cbs.nl/other_gov.htm
Directory of Official Statistical Agencies – Other Organizations
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http://epp.eurostat.ec.europa.eu/portal/page?_pageid=1153,47169267,1153_47181498&_dad=portal&_schema=PORTAL

Eurostat – Your key to European statistics

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http://www.oecd.org/document/59/0,3343,en_2649_201185_41371835_1_1_1_1,00.html
Home: OECD > Statement by the Secretary-General of the OECD, Mr. Angel Gurría, on the Financial Crisis and its Aftermath
Organisation for Economic Co-operation and Development

Home: Statistics Portal > Publications & Documents
http://www.oecd.org/findDocument/0,3354,en_2825_293564_1_1_1_1_1,00.html
Publications
http://www.oecd.org/statsportal/0,3352,en_2825_293564_1_1_1_1_1,00.html
Statistics Portal
http://www.icc-cpi.int/organs/otp.html&l=en
Office of the Prosecutor
International Criminal Court

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http://ca.youtube.com/user/TheMouthPeace
http://ca.youtube.com/watch?v=H5tZc8oH–o
very well explained here – and apparently encouraging a vote for McCain at the end – but an excellent comprehensive overview of the situation in American finance.

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http://isi.cbs.nl/iaos/
International Association for Official Statistics
ISI Sections

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http://www.isbis.org/links.html
International Society for Business and Industrial Statistics
Links page

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http://www3.interscience.wiley.com/journal/121373267/abstract
Special Issue Paper
On estimating the conditional expected shortfall
Franco Peracchi 1 2 *, Andrei V. Tanase 1
1Tor Vergata University, Rome, Italy
2EIEF, Rome, Italy
email: Franco Peracchi (franco.peracchi@uniroma2.it)

*Correspondence to Franco Peracchi, Faculty of Economics, University of Rome Tor Vergata, via Columbia 2, 00133 Rome, Italy

Keywords
risk measures • quantile regression • logistic regression

Abstract
Unlike the value at risk, the expected shortfall is a coherent measure of risk. In this paper, we discuss estimation of the expected shortfall of a random variable Yt with special reference to the case when auxiliary information is available in the form of a set of predictors Xt. We consider three classes of estimators of the conditional expected shortfall of Yt given Xt: a class of fully non-parametric estimators and two classes of analog estimators based, respectively, on the empirical conditional quantile function and the empirical conditional distribution function. We study their sampling properties by means of a set of Monte Carlo experiments and analyze their performance in an empirical application to financial data. Copyright © 2008 John Wiley & Sons, Ltd.
Received: 30 April 2008; Revised: 30 April 2008; Accepted: 25 June 2008

Digital Object Identifier (DOI)

Applied Stochastic Models in Business and Industry

See Also:

* Applied Stochastic Models and Data Analysis

Volume 24 Issue 5, Pages 471 – 493

Special Issue: Special issue on statistical methods in performance analysis

Published Online: 8 Aug 2008

Copyright © 2008 John Wiley & Sons, Ltd.
View all previous titles for this journal

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http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.bj/1219669629

Probability measures, Lévy measures and analyticity in time

Ole E. Barndorff-Nielsen and Friedrich Hubalek

Source: Bernoulli Volume 14, Number 3 (2008), 764-790.
Abstract

We investigate the relation of the semigroup probability density of an infinite activity Lévy process to the corresponding Lévy density. For subordinators, we provide three methods to compute the former from the latter. The first method is based on approximating compound Poisson distributions, the second method uses convolution integrals of the upper tail integral of the Lévy measure and the third method uses the analytic continuation of the Lévy density to a complex cone and contour integration. As a by-product, we investigate the smoothness of the semigroup density in time. Several concrete examples illustrate the three methods and our results.
Keywords: cancellation of singularities; exponential formula; generalised gamma convolutions; subordinators

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http://www.bis.org/cbhub/indexm17.htm#monetary
Central Bank Research Hub Index – M: monetari-mornings

http://www.bundesbank.de/download/volkswirtschaft/dkp/2006/200621dkp.pdf
Monetary and fiscal policy interactions –
http://www.bundesbank.de/download/volkswirtschaft/dkp/2006/200621dkp.pdf

Monetary and fiscal policy interactions in a New Keynesian model with capital accumulation and Non-Ricardian consumers, 2006
by Campbell Leith, and Leopold von Thadden

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