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Report NEP-ETS-2018-09-10
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:
- Franses, Ph.H.B.F. & Wiemann, T., 2018, "Intertemporal Similarity of Economic Time Series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-30, Aug.
- Chevillon, Guillaume, 2017, "Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1710, Jul.
- Haroon Mumtaz, 2018, "Measuring the origins of macroeconomic uncertainty," Working Papers, Queen Mary University of London, School of Economics and Finance, number 864, Aug.
- Richard Pincak & Kabin Kanjamapornkul, 2018, "GARCH(1,1) model of the financial market with the Minkowski metric," Papers, arXiv.org, number 1808.04231, Aug.
- Dolatabadi, Sepideh & Kumar Narayan, Paresh & Orregaard Nielsen, Morten & Xu, Ke, 2017, "Economic significance of commodity return forecasts from the fractionally cointegrated VAR model," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274663, Jan, DOI: 10.22004/ag.econ.274663.
- Katarina Juselius, 2018, "Searching for a theory that fits the data: A personal research odyssey," Discussion Papers, University of Copenhagen. Department of Economics, number 18-07, Aug.