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Report NEP-ETS-2018-08-13
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:
- Hecq, Alain & Goetz, Thomas, 2018, "Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes," MPRA Paper, University Library of Munich, Germany, number 87746, Jun.
- Helmut Lütkepohl & Thore Schlaak, 2018, "Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1750.
- Milan Kumar Das & Anindya Goswami, 2018, "Testing of Binary Regime Switching Models using Squeeze Duration Analysis," Papers, arXiv.org, number 1807.04393, Jul, revised Aug 2018.
- Item repec:spo:wpmain:info:hdl:2441/sb7ftvod18eb8hqptthmmeddt is not listed on IDEAS anymore
- Michal Franta, 2018, "The likelihood of effective lower bound events," BIS Working Papers, Bank for International Settlements, number 731, Jun.
- Forni, Mario & Di Bonaventura, Luca & Pattarin, Francesco, 2018, "The Forcasting Performance of Dynamic Factor Models with Vintage Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13034, Jul.
- Afees A. Salisu & Ahamuefula Ephraim Ogbonna, 2018, "Does time-variation matter in the stochastic volatility components for G7 stock returns," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 062, Jul.
- Stephan Schwill, 2018, "Entropy Analysis of Financial Time Series," Papers, arXiv.org, number 1807.09423, Jul.
- Habimana, Olivier, 2018, "Asymmetry and Multiscale Dynamics in Macroeconomic Time Series Analysis," MPRA Paper, University Library of Munich, Germany, number 87823, Jun.
- Gary Koop & Stuart McIntyre & James Mitchell, 2018, "UK regional nowcasting using a mixed frequency vector autoregressive model," Working Papers, University of Strathclyde Business School, Department of Economics, number 1805, Jul.
- Adekunle, Wasiu & Ndukwe, Innocent, 2018, "The Impact of Exchange Rate Dynamics on Agricultural Output Performance in Nigeria," MPRA Paper, University Library of Munich, Germany, number 87755, Jun.
- Khan, Saleheen & Jam, Farooq Ahmed & Shahbaz, Muhammad & Mamun, Md Al, 2018, "Electricity Consumption, Economic Growth and Trade Openness in Kazakhstan: Evidence from Cointegration and Causality," MPRA Paper, University Library of Munich, Germany, number 87977, Jul, revised 14 Jul 2018.
- Andrew Phiri, 2018, "Fitting Okun's law for the Swazi Kingdom: Will a nonlinear specification do?," Working Papers, Department of Economics, Nelson Mandela University, number 1829, Aug.
- Juncal Cunado & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2018, "Time-Varying Impact of Geopolitical Risks on Oil Prices," Working Papers, University of Pretoria, Department of Economics, number 201841, Jul.
- Haffejee, muhammad Ismail & Masih, Mansur, 2018, "Is the relationship between financial development and income inequality symmetric or asymmetric ? new evidence from South Africa based on NARDL," MPRA Paper, University Library of Munich, Germany, number 87574, Jun.
- Jiranyakul, Komain, 2018, "Exchange Rate Pass-through to Domestic Prices in Thailand, 2000-2017," MPRA Paper, University Library of Munich, Germany, number 87492, Jun.
- Raghavan, Mala & Athanasopoulos, George, 2018, "Analysis of shock transmissions to a small open emerging economy using a SVARMA model," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2018-02.
- Chow, Sheung Chi & Vieito, João Paulo & Wong, Wing-Keung, 2018, "Do both demand-following and supply-leading theories hold true in developing countries?," MPRA Paper, University Library of Munich, Germany, number 87641, Jun.
- Konstantinos Gkillas & Rangan Gupta & Dimitrios Vortelinos, 2018, "Uncertainty and Volatility Jumps in the Pound-Dollar Exchange Rate: Evidence from Over One Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201843, Jul.
- Valerie Grossman & Enrique Martínez García, 2018, "Explosive Dynamics in House Prices? An Exploration of Financial Market Spillovers in Housing Markets Around the World," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 342, Jul, DOI: 10.24149/gwp342r1.
- F. Marta L. Di Lascio & Andrea Menapace & Maurizio Righetti, 2018, "Joint and conditional dependence modeling of peak district heating demand and outdoor temperature: a copula-based approach," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS53, Jul.