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Report NEP-ETS-2019-02-25
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:
- Bauwens, Luc & Xu, Yongdeng, 2019, "DCC and DECO-HEAVY: a multivariate GARCH model based on realized variances and correlations," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2019/5, Feb, revised Aug 2021.
- Item repec:bof:bofrdp:2019_005 is not listed on IDEAS anymore
- Gao, Yan & Zhang, Xinyu & Wang, Shouyang & Chong, Terence Tai Leung & Zou, Guohua, 2017, "Frequentist model averaging for threshold models," MPRA Paper, University Library of Munich, Germany, number 92036, Nov.
- Joshua C. C. Chan, 2019, "Large Bayesian Vector Autoregressions," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-19, Feb.
- Chambers, Marcus J & Taylor, AM Robert, 2019, "Deterministic Parameter Change Models in Continuous and Discrete Time," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 24072, Feb.
- Nikolaos Passalis & Anastasios Tefas & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis, 2019, "Deep Adaptive Input Normalization for Time Series Forecasting," Papers, arXiv.org, number 1902.07892, Feb, revised Sep 2019.
- Fan Yingying & Lv Jinchi & Sharifvaghefi Mahrad & Uematsu Yoshimasa, 2019, "IPAD: Stable Interpretable Forecasting with Knockoffs Inference," DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 92, Jan.
- Pinto, Jeronymo Marcondes & Marçal, Emerson Fernandes, 2019, "Cross-validation based forecasting method: a machine learning approach," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 498, Feb.
- GalÃ, Jordi & Gambetti, Luca, 2019, "Has the U.S. Wage Phillips Curve Flattened? A Semi-Structural Exploration," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13452, Jan.
- Marcellino, Massimiliano & Carriero, Andrea & Corsello, Francesco, 2019, "The Global Component of Inflation Volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13470, Jan.
- Ekaterina V. Peneva & Nadia Sadee, 2019, "Residual Seasonality in Core Consumer Price Inflation: An Update," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2019-02-12-2, Feb, DOI: 10.17016/2380-7172.2318.
- Adam Elbourne & Kan Ji, 2019, "Do zero and sign restricted SVARs identify unconventional monetary policy shocks in the euro area?," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 391, Feb.
- Canova, Fabio & Matthes, Christian, 2019, "Dealing with misspecification in structural macroeconometric models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13511, Feb.
- Linde, Jesper & LASEEN, PER & Ratto, Marco, 2019, "Identification Versus Misspecification in New Keynesian Monetary Policy Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13492, Jan.