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Report NEP-ETS-2018-07-16
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:
- Alexander Mayer, 2018, "Estimation and Inference in Adaptive Learning Models with Slowly Decreasing Gains," WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management, number 18-03, Jul.
- Alessio Ciarlone & Andrea Colabella, 2018, "Asset price volatility in EU-6 economies: how large is the role played by the ECB?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1175, Jun.
- Chang, C-L. & McAleer, M.J. & Zuo, G., 2017, "Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2017-14, May.
- Bo Zhang & Joshua C.C. Chan & Jamie L. Cross, 2018, "Stochastic Volatility Models with ARMA Innovations: An Application to G7 Inflation Forecasts," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-32, Jun.
- Awais Ahmed & Rizwan Ali & Abdullsh Ejaz & Ishfaq Ahmad, 2018, "Sectoral integration and investment diversification opportunities: evidence from Colombo Stock Exchange," Post-Print, HAL, number hal-01773967, Mar, DOI: 10.9770/jesi.2018.5.3(8).
- Nidhaleddine Ben Cheikh & Sami Ben Naceur & Oussama Kanaan & Christophe Rault, 2018, "Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models," CESifo Working Paper Series, CESifo, number 7072.
- Stanislav Anatolyev & Sergei Seleznev & Veronika Selezneva, 2018, "Formation of Market Beliefs in the Oil Market," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp619, Jun.
- Joshua C.C. Chan & Eric Eisenstat, 2018, "Comparing Hybrid Time-Varying Parameter VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-31, Jun.
- Afonso-Rodríguez, Julio A. & Santana-Gallego, María, 2018, "Time-varying cointegrating regression analysis with an application to the long-run interest rate pass-through in the Euro Area," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 18-01, Jan.
- Michael A Stemmer, 2017, "Revisiting Finance and Growth in Transition Economies - A Panel Causality Approach," Post-Print, HAL, number halshs-01524462, May.
- Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2018, "Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201838, Jun.
- Francesco Corsello & Valerio Nispi Landi, 2018, "Labor market and financial shocks: a time varying analysis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1179, Jun.
- Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2018, "Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence," CESifo Working Paper Series, CESifo, number 7073.
- Zahir, Faathih & Masih, Mansur, 2018, "Is the lead-lag relationship between financial development and economic growth symmetric ? new evidence from Bangladesh based on ARDL ad NARDL," MPRA Paper, University Library of Munich, Germany, number 87577, Jun.
- Vacu, Nomfundo P. & Odhiambo, Nicholas M., 2018, "The determinants of aggregate and disaggregated import demand in Ghana," Working Papers, University of South Africa, Department of Economics, number 24458, Jul.
- Suwanhirunkul, Suwijak & Masih, Mansur, 2018, "Exchange rate and trade balance linkage: sectoral evidence from Thailand based on nonlinear ARDL," MPRA Paper, University Library of Munich, Germany, number 87541, Jun.
- Shahbaz, Muhammad & Shahzad, Syed Jawad Hussain & Alam, Shaista & Apergis, Nicholas, 2018, "Globalisation, Economic Growth and Energy Consumption in the BRICS Region: The Importance of Asymmetries," MPRA Paper, University Library of Munich, Germany, number 86979, May, revised 16 May 2018.