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Report NEP-ETS-2018-08-27
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:
- Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan, 2018, "Reducing Dimensions in a Large TVP-VAR," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 43, Mar.
- Barassi, Marco & Horvath, Lajos & Zhao, Yuqian, 2018, "Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models," MPRA Paper, University Library of Munich, Germany, number 87837, Jul.
- Costantini, Mauro & Kunst, Robert M., 2018, "On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation," Economics Series, Institute for Advanced Studies, number 341, Jul.
- Puwasala Gamakumara & Anastasios Panagiotelis & George Athanasopoulos & Rob J Hyndman, 2018, "Probabilisitic forecasts in hierarchical time series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/18.
- Valerio Scalone, 2018, "Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound," Working papers, Banque de France, number 688.
- Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2018, "Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector," Working Papers, University of Pretoria, Department of Economics, number 201849, Aug.
- Trofimov, Ivan D., 2018, "The secular decline in profit rates: time series analysis of a classical hypothesis," MPRA Paper, University Library of Munich, Germany, number 88248, Jun.
- Prüser, Jan & Schlösser, Alexander, 2018, "On the time-varying effects of economic policy uncertainty on the US economy," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 761, DOI: 10.4419/86788886.
- Kevin Larcher & Jaebeom Kim & Youngju Kim, 2018, "Uncertainty Shocks and Asymmetric Dynamics in Korea: A Nonlinear Approach," Working Papers, Economic Research Institute, Bank of Korea, number 2018-12, Apr.
- Nyoni, Thabani, 2018, "Modeling and Forecasting Inflation in Zimbabwe: a Generalized Autoregressive Conditionally Heteroskedastic (GARCH) approach," MPRA Paper, University Library of Munich, Germany, number 88132, Jul.
- Soumya Bhadury & Taniya Ghosh, 2018, "Money's Causal Role in Exchange Rate: Do Divisia Monetary Aggregates Explain More?," NCAER Working Papers, National Council of Applied Economic Research, number 113, Feb.
- Jonathan H. Wright, 2018, "Seasonal Adjustment of NIPA data," NBER Working Papers, National Bureau of Economic Research, Inc, number 24895, Aug.