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Report NEP-ETS-2018-10-29
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:
- Daniel J. Lewis, 2018, "Identifying shocks via time-varying volatility," Staff Reports, Federal Reserve Bank of New York, number 871, Oct.
- Tian, Jing & Goodwin, Thomas, 2018, "An unobserved component modeling approach to evaluate multi-horizon forecasts," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2018-04.
- Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2018, "Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017," Working Papers, University of Pretoria, Department of Economics, number 201863, Oct.
- Kapetanios, George & Millard, Stephen & Price, Simon & Petrova, Katerina, 2018, "Time varying cointegration and the UK Great Ratios," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 23320, Oct.
- Marcello Pericoli & Marco Taboga, 2018, "Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1189, Sep.
- Belke, Ansgar & Beckmann, Joscha & Dubova, Irina, 2018, "What drives updates of inflation expectations? A Bayesian VAR analysis for the G-7 countries," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181518.