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Report NEP-ETS-2020-11-30
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:
- Marc Hallin & Davide La Vecchia & Hang Liu, 2020, "Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2020-47, Nov.
- Luca Nocciola, , "Finite sample forecast properties and window length under breaks in cointegrated systems," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 19/07.
- Yuta Yamauchi & Yasuhiro Omori, 2020, "Dynamic Factor, Leverage and Realized Covariances in Multivariate Stochastic Volatility," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1158, Nov.
- Swati Singh & Naveen Srinivasan, 2020, "The Oil Story: Is it Still the Same?," Working Papers, Madras School of Economics,Chennai,India, number 2020-197, Jun.
- Gavin Ooft, 2020, "Forecasting Monthly Inflation: An Application To Suriname," Studies in Applied Economics, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise, number 144, Jan.
- Sailesh Bhaghoe & Gavin Ooft, 2020, "Modelling Exchange-Rate Volatility With Commodity Prices," Studies in Applied Economics, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise, number 165, Oct.
- Deepanshu Sharma & Kritika Phulli, 2020, "Forecasting and Analyzing the Military Expenditure of India Using Box-Jenkins ARIMA Model," Papers, arXiv.org, number 2011.06060, Nov.
- Bo Zhang & Jamie Cross & Na Guo, 2020, "Time-Varying Trend Models for Forecasting Inflation in Australia," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 09/2020, Nov.
- Leonardo Bargigli & Giulio Cifarelli, 2020, "Endogenous and Exogenous Volatility in the Foreign Exchange Market," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2020_17.rdf.