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Report NEP-ETS-2019-08-12
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:
- Catherine Doz & Peter Fuleky, 2019, "Dynamic Factor Models," PSE Working Papers, HAL, number halshs-02262202, Jul.
- Thomas Despois & Catherine Doz, 2021, "Identifying and interpreting the factors in factor models via sparsity: Different approaches," PSE Working Papers, HAL, number halshs-02235543, Sep.
- Alessio Volpicella, 2019, "SVARs Identification through Bounds on the Forecast Error Variance," Working Papers, Queen Mary University of London, School of Economics and Finance, number 890, Jul.
- Germano Ruisi, 2019, "Time-Varying Local Projections," Working Papers, Queen Mary University of London, School of Economics and Finance, number 891, Jul.
- Anne Opschoor & André Lucas, 2019, "Time-varying tail behavior for realized kernels," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-051/IV, Jul.
- Michael W. McCracken, 2019, "Diverging Tests of Equal Predictive Ability," Working Papers, Federal Reserve Bank of St. Louis, number 2019-018, Jul, revised 09 Mar 2020, DOI: 10.20955/wp.2019.018.
- Jérôme TRINH, 2019, "Temporal disaggregation of short time series with structural breaks: Estimating quarterly data from yearly emerging economies data," Working Papers, Center for Research in Economics and Statistics, number 2019-11, Jun.
- Thomas Chalaux & Yvan Guillemette, 2019, "The OECD potential output estimation methodology," OECD Economics Department Working Papers, OECD Publishing, number 1563, Aug, DOI: 10.1787/4357c723-en.
- Cuaresma, Jesús Crespo & Huber, Florian & Onorante, Luca, 2019, "The macroeconomic effects of international uncertainty," Working Paper Series, European Central Bank, number 2302, Jul.
- Strohsal, Till & Wolf, Elias, 2019, "Data revisions to German national accounts: Are initial releases good nowcasts?," Discussion Papers, Free University Berlin, School of Business & Economics, number 2019/11.