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Report NEP-ETS-2015-06-05
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:
- Tommaso Proietti & Alessandra Luati, 2015, "Generalised partial autocorrelations and the mutual information between past and future," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-24, May.
- Fabiana Gomez & David Pacini, 2015, "Counting Biased Forecasters: An Application of Multiple Testing Techniques," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 15/661, May.
- Catherine Doz & Anna Petronevich, 2015, "Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01159200, Feb.
- Item repec:esx:essedp:767 is not listed on IDEAS anymore
- Warne, Anders & Droumaguet, Matthieu & Woźniak, Tomasz, 2015, "Granger causality and regime inference in Bayesian Markov-Switching VARs," Working Paper Series, European Central Bank, number 1794, May.
- D'Agostino, Antonello & Mendicino, Caterina, 2015, "Expectation-driven cycles: time-varying effects," Working Paper Series, European Central Bank, number 1776, Apr.
- Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2015, "Forecasting with VAR models: fat tails and stochastic volatility," Bank of England working papers, Bank of England, number 528, May.
- Riccardo M. Masolo & Alessia Paccagnini, 2015, "Identifying Noise Shocks: a VAR with Data Revisions," Discussion Papers, Centre for Macroeconomics (CFM), number 1510, May.
- David Pacini & Frank Windmeijer, 2015, "Moment Conditions for AR(1) Panel Data Models with Missing Outcomes," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 15/660, May.
- Item repec:rwi:repape:0546 is not listed on IDEAS anymore
- Lippi, Marco & Hallin, Marc & Forni, Mario & Zaffaroni, Paolo, 2015, "Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10618, May.