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Report NEP-ETS-2020-10-12
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:
- Lutz Kilian, 2020, "Understanding the Estimation of Oil Demand and Oil Supply Elasticities," CESifo Working Paper Series, CESifo, number 8567.
- Bruno Bosco, 2020, "Auctioning C02 Emission Allowances in Europe. A Time Series Analysis of Equilibrium Prices," Working Papers, University of Milano-Bicocca, Department of Economics, number 448, Jun.
- Amor Aniss Benmoussa & Reinhard Ellwanger & Stephen Snudden, 2020, "The New Benchmark for Forecasts of the Real Price of Crude Oil," Staff Working Papers, Bank of Canada, number 20-39, Sep, DOI: 10.34989/swp-2020-39.
- Shi Chen & Cathy Yi-Hsuan Chen & Wolfgang Karl Hardle, 2020, "A first econometric analysis of the CRIX family," Papers, arXiv.org, number 2009.12129, Sep.
- Barbara Sadaba & Sunčica Vujič & Sofia Maier, 2020, "Cyclicality of Schooling: New Evidence from Unobserved Components Models," Staff Working Papers, Bank of Canada, number 20-38, Sep, DOI: 10.34989/swp-2020-38.
- Ruipeng Liu & Rangan Gupta, 2020, "Investors' Uncertainty and Forecasting Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202090, Sep.
- Berta, Paolo & Lovaglio, Pietro Giorgio & Paruolo, Paolo & Verzillo, Stefano, 2020, "Real Time Forecasting of Covid-19 Intensive Care Units demand," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2020-08, Sep.
- Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis, 2020, "A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 32/20.
- Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2020, "A Suggestion for a Dynamic Multi Factor Model (DMFM)," Working Papers, Bank of Greece, number 282, Jul.