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Report NEP-ETS-2020-05-25
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:
- Zhaoxing Gao & Ruey S. Tsay, 2020, "Modeling High-Dimensional Unit-Root Time Series," Papers, arXiv.org, number 2005.03496, May, revised Aug 2020.
- Oleh Bilyk & Paweł Sakowski & Robert Ślepaczuk, 2020, "Investing in VIX futures based on rolling GARCH models forecasts," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-10.
- Christian GOURIEROUX & Joann JASIAK, 2020, "Time Varying Markov Process with Partially Observed Aggregate Data; An Application to Coronavirus," Working Papers, Center for Research in Economics and Statistics, number 2020-11, Mar, revised 08 May 2020.
- Rub'en Loaiza-Maya & Michael Stanley Smith & David J. Nott & Peter J. Danaher, 2020, "Fast and Accurate Variational Inference for Models with Many Latent Variables," Papers, arXiv.org, number 2005.07430, May, revised Apr 2021.
- Florian Huber & Michael Pfarrhofer, 2020, "Dynamic shrinkage in time-varying parameter stochastic volatility in mean models," Papers, arXiv.org, number 2005.06851, May.
- Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020, "Energy Markets and Global Economic Conditions," Working Papers, Business School - Economics, University of Glasgow, number 2020_08, Feb.
- Laine, Olli-Matti & Lindblad, Annika, 2020, "Nowcasting Finnish GDP growth using financial variables: a MIDAS approach," BoF Economics Review, Bank of Finland, number 4/2020.
- Gary Koop & Dimitris Korobilis, 2020, "Bayesian dynamic variable selection in high dimensions," Working Papers, Business School - Economics, University of Glasgow, number 2020_11, May.
- Sampi Bravo,James Robert Ezequiel & Jooste,Charl, 2020, "Nowcasting Economic Activity in Times of COVID-19 : An Approximation from the Google Community Mobility Report," Policy Research Working Paper Series, The World Bank, number 9247, May.