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Report NEP-ETS-2019-11-18
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:
- HAFNER Christian, & KYRIAKOPOULOU Dimitra,, 2019, "Exponential-type GARCH models with linear-in-variance risk premium," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2019013, Jul.
- Xiaohu Wang & Weilin Xiao & Jun Yu, 2019, "Estimation and Inference of Fractional Continuous-Time Model with Discrete-Sampled Data," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 17-2019, Sep.
- Sven Schreiber, 2019, "On (bootstrapped) cointegration tests in partial systems," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 199-2019.
- Lijuan Huo & Jin Seo Cho, 2019, "Testing for the Sandwich-Form Covariance Matrix Applied to Quasi-Maximum Likelihood Estimation Using Economic and Energy Price Growth Rates," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2019rwp-152, Nov.
- Michael Pfarrhofer, 2019, "Measuring international uncertainty using global vector autoregressions with drifting parameters," Working Papers in Economics, University of Salzburg, number 2019-3, Aug.
- Boriss Siliverstovs & Daniel Wochner, 2019, "Recessions as Breadwinner for Forecasters State-Dependent Evaluation of Predictive Ability: Evidence from Big Macroeconomic US Data," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 19-463, Oct, DOI: 10.3929/ethz-b-000374306.
- Eraslan, Sercan & Schröder, Maximilian, 2019, "Nowcasting GDP with a large factor model space," Discussion Papers, Deutsche Bundesbank, number 41/2019.
- Huber Florian & Daniel Kaufmann, 2019, "Trend Fundamentals and Exchange Rate Dynamics," Working Papers in Economics, University of Salzburg, number 2019-4, Oct.
- Juan Carlos Cuestas, 2019, "Quantile regressions, asymmetric adjustment and crisis: the case of EU real exchange rates," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2019/09.
- Marko Melolinna & Máté Tóth, 2019, "Trend and cycle shocks in Bayesian unobserved components models for UK productivity," Bank of England Staff Working Paper series, Bank of England, number 826, Sep.