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Report NEP-ETS-2021-10-18
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:
- Saeed Zaman, 2021, "A Unified Framework to Estimate Macroeconomic Stars," Working Papers, Federal Reserve Bank of Cleveland, number 21-23R2, Oct, revised 31 May 2024, DOI: 10.26509/frbc-wp-202123r2.
- Xiaojun Song & Haoyu Wei, 2021, "Nonparametric Tests of Conditional Independence for Time Series," Papers, arXiv.org, number 2110.04847, Oct.
- Korobilis, Dimitris & Landau, Bettina & Musso, Alberto & Phella, Anthoulla, 2021, "The time-varying evolution of inflation risks," Working Paper Series, European Central Bank, number 2600, Oct.
- Martin Iseringhausen, 2021, "A time-varying skewness model for Growth-at-Risk," Working Papers, European Stability Mechanism, number 49, Jun.
- Consolo, Agostino & Foroni, Claudia & MartÃnez Hernández, Catalina, 2021, "A mixed frequency BVAR for the euro area labour market," Working Paper Series, European Central Bank, number 2601, Oct.