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Report NEP-ETS-2014-07-05
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:
- Pawe{l} Fiedor & Odd Magnus Trondrud, 2014, "Predictability of Volatility Homogenised Financial Time Series," Papers, arXiv.org, number 1406.7526, Jun.
- Helmut Lütkepohl & Aleksei Netsunajev, 2014, "Structural Vector Autoregressions with Smooth Transition in Variances: The Interaction between U.S. Monetary Policy and the Stock Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1388.
- Guglielmo Maria Caporale & Marinko Skare, 2014, "Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1395.