Printed from https://ideas.repec.org/n/nep-ecm/2025-04-21.html
Report NEP-ECM-2025-04-21
This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Nan Liu & Yanbo Liu & Peter C.B. Phillips & Yajie Zhang, 2025, "Robust Inference for Time Varying Predictability: A Sieve-IVX Approach," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2431, Mar.
- Jang, Tae-Seok & Sacht, Stephen, 2025, "Moment matching for Bayesian inference in the baseline New-Keynesian model," HWWI Working Paper Series, Hamburg Institute of International Economics (HWWI), number 4/2025.
- Peter C.B. Phillips, 2025, "Semiparametric Cointegrating Rank Selection for Curved Cross Section Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2432, Mar.
- Simon Freyaldenhoven & Shikun Ke & Dingyi Li & Jose Luis Montiel Olea, 2025, "On the Testability of the Anchor-Words Assumption in Topic Models," Working Papers, Federal Reserve Bank of Philadelphia, number 25-14, Mar, DOI: 10.21799/frbp.wp.2025.14.
- Ye Chen & Peter C.B. Phillips & Shuping Shi, 2025, "Bubble Mitigation Policies: Counterfactual Analysis and Treatment Effect Inference," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2433, Mar.
- Jens H. E. Christensen & Daan Steenkamp, 2025, "Joint estimation of liquidity and credit risk premia in bond prices with an application," Working Papers, South African Reserve Bank, number 11074, Jan.
- Webel, Karsten, 2025, "Revisions in concurrent seasonal adjustments of daily and weekly economic time series," Discussion Papers, Deutsche Bundesbank, number 08/2025.
- Hilde C. Bjornland & Jamie L. Cross & Jonas Holz, 2025, "Re-visiting the Relationship Between Oil Prices and Monetary Policy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-19, Apr.