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Report NEP-ETS-2017-04-09
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:
- Güneş Kamber & James Morley & Benjamin Wong, 2017, "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2017/01, Jan.
- Cizek, Pavel & Koo, Chao, 2017, "Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-017.
- Stefan Bruder & Michael Wolf, 2017, "Balanced bootstrap joint confidence bands for structural impulse response functions," ECON - Working Papers, Department of Economics - University of Zurich, number 246, Mar, revised Jan 2018.
- Takaki Sato & Yasumasa Matsuda, 2016, "Spatial Autoregressive Conditional Heteroscedasticity Model And Its Application," DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 59, Apr.
- Sydney C. Ludvigson & Sai Ma & Serena Ng, 2017, "Shock Restricted Structural Vector-Autoregressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 23225, Mar.
- Josep Lluís Carrion-i-Silvestre & Maria Dolores Gadea, 2015, "Testing for multiple level shifts in I(0) and I(1) stochastic processes," EcoMod2015, EcoMod, number 8702, Jul.
- Renee Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2017, "Joint Tests of Contagion with Applications to Financial Crises," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-23, Mar.