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Report NEP-ETS-2018-07-23
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:
- Korobilis, Dimitris & Koop, Gary, 2018, "Variational Bayes inference in high-dimensional time-varying parameter models," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 22665, Jul.
- Markus Pelger & Ruoxuan Xiong, 2018, "State-Varying Factor Models of Large Dimensions," Papers, arXiv.org, number 1807.02248, Jul, revised Oct 2020.
- Manuel Gonzalez-Astudillo, 2018, "An Output Gap Measure for the Euro Area : Exploiting Country-Level and Cross-Sectional Data Heterogeneity," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-040, Jun, DOI: 10.17016/FEDS.2018.040.
- Krustev, Georgi, 2018, "The natural rate of interest and the financial cycle," Working Paper Series, European Central Bank, number 2168, Jul.
- Afees A. Salisu & Idris Adediran, 2018, "Testing for time-varying stochastic volatility in Bitcoin returns," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 060, Jul.
- Hamzah, Nurrawaida Husna & Masih, Mansur, 2018, "Revisiting effectiveness of interest rate as a tool to control inflation: evidence from Malaysia based on ARDL and NARDL," MPRA Paper, University Library of Munich, Germany, number 87576, Jun.
- David De Villiers & Natalya Apopo & Andrew Phiri, 2018, "Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets," Working Papers, Department of Economics, Nelson Mandela University, number 1826, Jul.
- Ahmad, Khalil & Ali, Safdar & Ali, Amjad, 2018, "Trade Revenue Implications of Trade Liberalization in Pakistan," MPRA Paper, University Library of Munich, Germany, number 87529, May.
- Abu-Bakar, Muhammad & Masih, Mansur, 2018, "Is the oil price pass-through to domestic inflation symmetric or asymmetric? new evidence from India based on NARDL," MPRA Paper, University Library of Munich, Germany, number 87569, Jun.
- Babagana Mala Musti & Jalal Uddin Siddiki, 2018, "Exchange Rate Pass-through to Consumer prices: Nigerian experience from 1986-2013," Economics Discussion Papers, School of Economics, Kingston University London, number 2018-5, Jul.
- Roubaud, David & Shahbaz, Muhammad, 2018, "Financial Development, Economic Growth, and Electricity Demand: A Sector Analysis of an Emerging Economy," MPRA Paper, University Library of Munich, Germany, number 87212, Jun, revised 06 Jun 2018.