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Report NEP-ETS-2020-01-06
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:
- Xiaohong Chen & Zhuo Huang & Yanping Yi, 2019, "Efficient Estimation of Multivariate Semi-nonparametric GARCH Filtered Copula Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2215, Oct.
- Jörg Breitung & Ralf Brüggemann, 2019, "Projection estimators for structural impulse responses," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2019-05, Dec.
- Sebastian Ankargren & Paulina Jon'eus, 2019, "Estimating Large Mixed-Frequency Bayesian VAR Models," Papers, arXiv.org, number 1912.02231, Dec.
- Carlos Cesar Trucios-Maza & João H. G Mazzeu & Luis K. Hotta & Pedro L. Valls Pereira & Marc Hallin, 2019, "On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2019-32, Dec.
- Mario Alloza & Jesús Gonzalo & Carlos Sanz, 2019, "Dynamic effects of persistent shocks," Working Papers, Banco de España, number 1944, Dec.
- Anisha Ghosh & Oliver Linton, 2019, "Estimation with Mixed Data Frequencies: A Bias-Correction Approach," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP65/19, Nov.
- Canova, Fabio & Ferroni, Filippo, 2019, "Mind the gap! Stylized dynamic facts and structural models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 378, Aug.
- Luis Eduardo Castillo & David Florián Hoyle, 2019, "Measuring the output gap, potential output growth and natural interest rate from a semi-structural dynamic model for Peru," Working Papers, Peruvian Economic Association, number 159, Dec.
- Becher, Georg, , "Analysis of Time Series to Examine the Impact of the EU Timber Regulation (EUTR) on European Timber Trade," Thünen Working Paper, Johann Heinrich von Thünen-Institut (vTI), Federal Research Institute for Rural Areas, Forestry and Fisheries, number 298443, DOI: 10.22004/ag.econ.298443.
- Aminu, Alarudeen & Raifu, Isiaka Akande, 2018, "Dynamic Nexus between Government Revenues and Expenditures in Nigeria: Evidence from Asymmetric Causality and Cointegration Methods," MPRA Paper, University Library of Munich, Germany, number 97880, Dec.
- ŞENTÜRK, İsmail & Ali, Amjad, 2019, "Socioeconomic Determinants of Gender Specific Life Expectancy in Turkey: A Time Series Analysis," MPRA Paper, University Library of Munich, Germany, number 97815.