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Report NEP-ETS-2016-05-14
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:
- Mikkel Bennedsen & Ulrich Hounyo & Asger Lunde & Mikko S. Pakkanen, 2016, "The Local Fractional Bootstrap," Papers, arXiv.org, number 1605.00868, May, revised Oct 2017.
- Prosper Dovonon & Silvia Gonçalves & Ulrich Hounyo & Nour Meddahi, 2016, "Bootstrapping high-frequency jump tests," CIRANO Working Papers, CIRANO, number 2016s-24, May.
- Primiceri, Giorgio & Giannone, Domenico & Lenza, Michele, 2016, "Priors for the Long Run," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11261, May.
- Halina Kowalczyk & Ewa Stanisławska, 2016, "Are experts’ probabilistic forecasts similar to the NBP projections?," NBP Working Papers, Narodowy Bank Polski, number 238.
- Zafar, Raja Fawad & Qayyum, Abdul & Ghouri, Saghir Pervaiz, 2015, "Forecasting Inflation using Functional Time Series Analysis," MPRA Paper, University Library of Munich, Germany, number 67208, Mar.
- Liu, Jia & Maheu, John M, 2015, "Improving Markov switching models using realized variance," MPRA Paper, University Library of Munich, Germany, number 71120, Sep.
- Lovcha, Yuliya & Pérez Laborda, Àlex, 2016, "The Variance-Frequency Decomposition as an Instrument for VAR Identification: an Application to Technology Shocks," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/261537.
- Gil-Alana, Luis & Lovcha, Yuliya & Pérez Laborda, Àlex, 2016, "On the invertibility of seasonally adjusted series," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/261539.
- Webel, Karsten, 2016, "A data-driven selection of an appropriate seasonal adjustment approach," Discussion Papers, Deutsche Bundesbank, number 07/2016.