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Report NEP-ETS-2019-04-08
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:
- Tommaso Proietti, 2019, "Predictability, Real Time Estimation, and the Formulation of Unobserved Components Models," CEIS Research Paper, Tor Vergata University, CEIS, number 455, Mar, revised 22 Mar 2019.
- Atsushi Inoue & Lutz Kilian, 2019, "The uniform validity of impulse response inference in autoregressions," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 19-00001, Mar.
- Lee, L. & Linton, O. & Whang, Y-J., 0000, "Quantilograms under Strong Dependence," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1936, 00.
- Item repec:cam:camdae:1939 is not listed on IDEAS anymore
- James G. MacKinnon & Morten Ø. Nielsen & Matthew D. Webb, 2019, "Wild Bootstrap and Asymptotic Inference with Multiway Clustering," Working Paper, Economics Department, Queen's University, number 1415, Mar.
- Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2019, "Does U.K.’s Real GDP have a Unit Root? Evidence from a Multi-Century Perspective," Working Papers, University of Pretoria, Department of Economics, number 201926, Mar.
- Paolo Guarda & Alban Moura, 2019, "Measuring real and financial cycles in Luxembourg: An unobserved components approach," BCL working papers, Central Bank of Luxembourg, number 126, Mar.
- Asafo, Shuffield Seyram, 2019, "Exchange Rate Pass-through to Prices : Bayesian VAR Evidence for Ghana," MPRA Paper, University Library of Munich, Germany, number 92967, Mar.
- Novy Ann M. Etac & Roel F. Ceballos, 2019, "Forecasting the Volatilities of Philippine Stock Exchange Composite Index Using the Generalized Autoregressive Conditional Heteroskedasticity Modeling," Papers, arXiv.org, number 1904.00749, Feb.
- Olena Kostylenko & Helena Sofia Rodrigues & Delfim F. M. Torres, 2019, "Parametric identification of the dynamics of inter-sectoral balance: modelling and forecasting," Papers, arXiv.org, number 1904.00029, Mar.
- Potjagailo, Galina & Wolters, Maik H., 2019, "Global financial cycles since 1880," Kiel Working Papers, Kiel Institute for the World Economy, number 2122.