Report NEP-ETS-2019-11-25

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:

• Richard Y. Chen, 2018, "Inference for Volatility Functionals of Multivariate It\^o Semimartingales Observed with Jump and Noise," Papers, arXiv.org, number 1810.04725, Oct, revised Nov 2019.
• Fabio Franco, 2019, "Efficient Particle MCMC with GMM likelihood representation," CEIS Research Paper, Tor Vergata University, CEIS, number 473, Nov, revised 18 Nov 2019.
• António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2019, "Long-run relationship between exports and imports: current account sustainability tests for the EU," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/99, Nov.
• Juan Carlos Cuestas, 2019, "The current account sustainability in Central and Eastern Europe: Has it changed?," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2019/10.
• Chavleishvili, Sulkhan & Manganelli, Simone, 2019, "Forecasting and stress testing with quantile vector autoregression," Working Paper Series, European Central Bank, number 2330, Nov.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2019, "Cycles and Long-Range Behaviour in the European Stock Market," CESifo Working Paper Series, CESifo, number 7943.
• Mirela Miescu & Haroon Mumtaz, 2019, "Proxy structural vector autoregressions, informational sufficiency and the role of monetary policy," Working Papers, Lancaster University Management School, Economics Department, number 280730188.
• Martin Bruns, 2019, "Proxy VAR models in a data-rich environment," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2019-03, Aug.
• Item repec:hal:cepnwp:hal-02360456 is not listed on IDEAS anymore

Report NEP-ETS-2019-11-25

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: