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Report NEP-ETS-2019-05-27
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:
- Michael T. Owyang & Jeremy M. Piger & Daniel Soques, 2019, "Contagious Switching," Working Papers, Federal Reserve Bank of St. Louis, number 2019-014, May, revised 28 Feb 2021, DOI: 10.20955/wp.2019.014.
- Simon Clinet & Yoann Potiron, 2019, "Cointegration in high frequency data," Papers, arXiv.org, number 1905.07081, May, revised Mar 2021.
- Angelini, Giovanni & Fanelli, Luca, 2018, "Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments," MPRA Paper, University Library of Munich, Germany, number 93864, May, revised May 2019.
- Barigozzi, Matteo & Cho, Haeran & Fryzlewicz, Piotr, 2018, "Simultaneous multiple change-point and factor analysis for high-dimensional time series," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 88110, Sep.
- Item repec:pdn:dispap:49 is not listed on IDEAS anymore
- Item repec:pdn:dispap:50 is not listed on IDEAS anymore
- Yaya, OlaOluwa S & Ogbonna, Ahamuefula & Atoi, Ngozi V, 2019, "Are inflation rates in OECD countries actually stationary during 2011-2018? Evidence based on Fourier Nonlinear Unit root tests with Break," MPRA Paper, University Library of Munich, Germany, number 93937, Feb.
- Yaya, OlaOluwa S & Ogbonna, Ahamuefula & Mudida, Robert, 2019, "Hysteresis of Unemployment Rates in Africa: New Findings from Fourier ADF test," MPRA Paper, University Library of Munich, Germany, number 93939, Feb.
- Nyoni, Thabani & Mutongi, Chipo, 2019, "Modeling the long-run relationship between inflation and economic growth in Zimbabwe: a bi-variate cointegration (Engle-Granger Two-Step) approach," MPRA Paper, University Library of Munich, Germany, number 93981, May.
- Sudiksha Joshi, 2019, "Time Series Analysis and Forecasting of the US Housing Starts using Econometric and Machine Learning Model," Papers, arXiv.org, number 1905.07848, May.
- Anders Rygh Swensen & Pål Boug & Ådne Cappelen & Eilev S. Jansen, 2019, "The consumption Euler equation or the Keynesian consumption function?," Discussion Papers, Statistics Norway, Research Department, number 904, Apr.
- Luca Farnia, 2019, "On the Use of Spectral Value Decomposition for the Construction of Composite Indices," Working Papers, Fondazione Eni Enrico Mattei, number 2019.08, May.
- Jochmans, K. & Verardi, V., 2019, "xtserialpm: A portmanteau test for serial correlation in a linear panel model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1944, Apr.