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 2431, Cowles Foundation for Research in Economics, Yale University.
- Jang, Tae-Seok & Sacht, Stephen, 2025. "Moment matching for Bayesian inference in the baseline New-Keynesian model," HWWI Working Paper Series 4/2025, Hamburg Institute of International Economics (HWWI).
- Peter C.B. Phillips, 2025. "Semiparametric Cointegrating Rank Selection for Curved Cross Section Time Series," Cowles Foundation Discussion Papers 2432, Cowles Foundation for Research in Economics, Yale University.
- Simon Freyaldenhoven & Shikun Ke & Dingyi Li & Jose Luis Montiel Olea, 2025. "On the Testability of the Anchor-Words Assumption in Topic Models," Working Papers 25-14, Federal Reserve Bank of Philadelphia.
- Ye Chen & Peter C.B. Phillips & Shuping Shi, 2025. "Bubble Mitigation Policies: Counterfactual Analysis and Treatment Effect Inference," Cowles Foundation Discussion Papers 2433, Cowles Foundation for Research in Economics, Yale University.
- Jens H. E. Christensen & Daan Steenkamp, 2025. "Joint estimation of liquidity and credit risk premia in bond prices with an application," Working Papers 11074, South African Reserve Bank.
- Webel, Karsten, 2025. "Revisions in concurrent seasonal adjustments of daily and weekly economic time series," Discussion Papers 08/2025, Deutsche Bundesbank.
- Hilde C. Bjornland & Jamie L. Cross & Jonas Holz, 2025. "Re-visiting the Relationship Between Oil Prices and Monetary Policy," CAMA Working Papers 2025-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.