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Report NEP-ETS-2018-06-25
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:
- Karol Gellert & Erik Schlögl, 2018, "Parameter Learning and Change Detection Using a Particle Filter With Accelerated Adaptation," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 392, Jun.
- Igor L. Kheifets & Pentti J. Saikkonen, 2018, "Stationarity and ergodicity of vector STAR models," Papers, arXiv.org, number 1805.11311, May, revised Aug 2019.
- Leschinski, Christian & Sibbertsen, Philipp, 2018, "The Periodogram of Spurious Long-Memory Processes," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-632, Jun.
- Item repec:rim:rimwps:18-26 is not listed on IDEAS anymore
- Abdullah Tahir & Jameel Ahmed & Waqas Ahmed, 2018, "Robust Quarterization of GDP and Determination of Business Cycle Dates for IGC Partner Countries," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 97, May.
- Afees A. Salisu & Aviral Kumar Tiwari & Ibrahim D. Raheem, 2018, "Analysing the distribution properties of Bitcoin returns," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 058, Jun.
- Akpa, Emeka, 2018, "Private Remittances Received and Household Consumption in Ghana (1980-2016): An ARDL Analysis with Structural Breaks," MPRA Paper, University Library of Munich, Germany, number 87103, May.
- Mendy, David & Widodo, Tri, 2018, "Two Stage Markov Switching Model: Identifying the Indonesian Rupiah Per US Dollar Turning Points Post 1997 Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 86728, May.
- Gosego Mothuti & Andrew Phiri, 2018, "Inflation-growth nexus in Botswana: Can lower inflation really spur growth in the country?," Working Papers, Department of Economics, Nelson Mandela University, number 1824, Jun.
- Louisa Kammerer & Miguel D. Ramirez, 2018, "Did Smaller Firms face Higher Costs of Credit during the Great Recession? A Vector Error Correction Analysis with Structural Breaks," Working Papers, Trinity College, Department of Economics, number 1707, May, revised Jun 2018.
- Nilofer, Nilofer & Qayyum, Abdul, 2018, "Impact of Foreign Direct Investment on Growth in Pakistan: The ARDL Approach," MPRA Paper, University Library of Munich, Germany, number 86961, revised 2018.