Printed from https://ideas.repec.org/n/nep-ets/2018-11-12.html
Report NEP-ETS-2018-11-12
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:
- Nguyen, Hoang & Ausín Olivera, María Concepción & Galeano San Miguel, Pedro, 2018, "Variational Inference for high dimensional structured factor copulas," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 27652, Oct.
- Gianluca Cubadda & Alain Hecq & Antonio Riccardo, 2018, "Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector," CEIS Research Paper, Tor Vergata University, CEIS, number 445, Oct, revised 30 Oct 2018.
- Anttonen, Jetro, 2018, "Nowcasting the Unemployment Rate in the EU with Seasonal BVAR and Google Search Data," ETLA Working Papers, The Research Institute of the Finnish Economy, number 62, Nov.
- Hanoma, Ahmed & Nautz, Dieter, 2018, "The information content of inflation swap rates for the long-term inflation expectations of professionals: Evidence from a MIDAS analysis," Discussion Papers, Free University Berlin, School of Business & Economics, number 2018/16.
- Chiara Perricone, 2018, "Wavelet analysis for temporal disaggregation," CEIS Research Paper, Tor Vergata University, CEIS, number 444, Oct, revised 29 Oct 2018.
- Lubos Hanus & Lukas Vacha, 2018, "Time-Frequency Response Analysis of Monetary Policy Transmission," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/30, Oct, revised Oct 2018.
- Gabriele Fiorentini & Enrique Sentana, 2018, "Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators," Working Papers, CEMFI, number wp2018_1802, Jan.
- Enrique Martínez García, 2018, "Modeling Time-Variation Over the Business Cycle (1960-2017): An International Perspective," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 348, Oct, DOI: 10.24149/gwp348.
- Wilde, Wollfram & Beckmann, Joscha, 2018, "An intuitive method to improve the estimation of output gaps," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181636.
- Xuexin Wang, 2018, "Consistent Estimation Of Models Defined By Conditional Moment Restrictions Under Minimal Identifying Conditions," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2018-10-29, Oct.