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Report NEP-ETS-2018-04-02
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:
- Thomai Filippeli & Richard Harrison & Konstantinos Theodoridis, 2018, "DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation," Bank of England working papers, Bank of England, number 716, Mar.
- Luis Uzeda, 2018, "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," Staff Working Papers, Bank of Canada, number 18-14, DOI: 10.34989/swp-2018-14.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018, "Bayesian Vector Autoregressions," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1159.
- Daniel Grabowski & Anna Staszewska-Bystrova & Peter Winker, 2018, "Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions," Lodz Economics Working Papers, University of Lodz, Faculty of Economics and Sociology, number 1/2018, Mar.
- Rothfelder, Mario, 2018, "Three essays on time-varying parameters and time series networks," Other publications TiSEM, Tilburg University, School of Economics and Management, number fc7a10c0-7eee-479a-ac22-b.
- Naoki Awaya & Yasuhiro Omori, 2018, "Particle rolling MCMC with double block sampling: conditional SMC update approach," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1080, Mar.
- Paolo Gorgi & Siem Jan (S.J.) Koopman & Mengheng Li, 2018, "Forecasting economic time series using score-driven dynamic models with mixed-data sampling," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-026/III, Mar.
- Mengheng Li & Siem Jan (S.J.) Koopman, 2018, "Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-027/III, Mar.
- Marta Banbura & Andries van Vlodrop, 2018, "Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-025/IV, Mar.
- Elhorst, J. Paul & Gross, Marco & Tereanu, Eugen, 2018, "Spillovers in space and time: where spatial econometrics and Global VAR models meet," Working Paper Series, European Central Bank, number 2134, Feb.