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Report NEP-ETS-2018-10-22
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:
- Helmut Lütkepohl & Mika Meitz & Aleksei NetŠunajev & Pentti Saikkonen, 2018, "Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1764.
- Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2018, "Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review," Lodz Economics Working Papers, University of Lodz, Faculty of Economics and Sociology, number 4/2018, Sep.
- Audrone Virbickaite & Hedibert F. Lopes, 2018, "Bayesian Semi-Parametric Markov Switching Stochastic Volatility Model," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 89.
- Bingduo Yang & Xiaohui Liu & Liang Peng & Zongwu Cai, 2018, "Unified Tests for a Dynamic Predictive Regression," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201808, Sep, revised Sep 2018.
- Manabu Asai & Chia-Lin Chang & Michael McAleer & Laurent Pauwels, 2018, "Asymptotic Theory for Rotated Multivariate GARCH Models," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-27, Oct.
- M. Bohdalov'a & M. Kalina & O. N'an'asiov'a, 2018, "Granger causality on horizontal sum of Boolean algebras," Papers, arXiv.org, number 1810.01654, Oct.
- Richard Ashley & Kwok Ping Tsang & Randal J. Verbrugge, 2018, "All Fluctuations Are Not Created Equal: The Differential Roles of Transitory versus Persistent Changes in Driving Historical Monetary Policy," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1814, Oct, DOI: 10.26509/frbc-wp-201814.