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Report NEP-ETS-2019-09-23
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:
- Robert Calvert Jump, 2018, "Unambiguous inference in sign-restricted VAR models," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 20181802, Jan.
- Patrick Gagliardini & Elisa Ossola & O. Scaillet, 2019, "Estimation of Large Dimensional Conditional Factor Models in Finance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-46, Aug.
- Korobilis, Dimitris, 2019, "High-dimensional macroeconomic forecasting using message passing algorithms," MPRA Paper, University Library of Munich, Germany, number 96079, Sep.
- Perron, Pierre & Yamamoto, Yohei & 山本, 庸平, 2019, "The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-90, Sep.
- Jennifer Castle & Takamitsu Kurita, 2019, "Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks," Economics Series Working Papers, University of Oxford, Department of Economics, number 866, Jan.
- Jennifer Castle & Jurgen Doornik & David Hendry, 2018, "Selecting a Model for Forecasting," Economics Series Working Papers, University of Oxford, Department of Economics, number 861, Nov.
- Rick Bohte & Luca Rossini, 2019, "Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models," Papers, arXiv.org, number 1909.06599, Sep.