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Report NEP-ETS-2013-08-23
This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Yong Yin issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ETS
The following items were announced in this report:
- Desislava Chetalova & Thilo A. Schmitt & Rudi Schafer & Thomas Guhr, 2013, "Portfolio return distributions: Sample statistics with non-stationary correlations," Papers, arXiv.org, number 1308.3961, Aug, revised Jun 2014.
- Canova, Fabio & Ciccarelli, Matteo, 2013, "Panel vector autoregressive models: a survey," Working Paper Series, European Central Bank, number 1507, Jan.
- Warne, Anders & Coenen, Günter & Christoffel, Kai, 2013, "Predictive likelihood comparisons with DSGE and DSGE-VAR models," Working Paper Series, European Central Bank, number 1536, Apr.
- Warmedinger, Thomas & Paredes, Joan & Asimakopoulos, Stylianos, 2013, "Forecasting fiscal time series using mixed frequency data," Working Paper Series, European Central Bank, number 1550, May.
- Gross, Marco & Binder, Michael, 2013, "Regime-switching global vector autoregressive models," Working Paper Series, European Central Bank, number 1569, Aug.
- Kok, Christoffer & Gross, Marco, 2013, "Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR," Working Paper Series, European Central Bank, number 1570, Aug.