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Report NEP-ETS-2022-04-04
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:
- Christian Gourieroux & Joann Jasiak, 2022, "Long Run Risk in Stationary Structural Vector Autoregressive Models," Papers, arXiv.org, number 2202.09473, Feb.
- Gery Andr'es D'iaz Rubio & Simone Giannerini & Greta Goracci, 2022, "A multivariate extension of the Misspecification-Resistant Information Criterion," Papers, arXiv.org, number 2202.09225, Feb.
- Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022, "Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates," Working Papers, Federal Reserve Bank of Cleveland, number 22-06, Mar, DOI: 10.26509/frbc-wp-202206.
- Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino, 2022, "Forecasting US Inflation Using Bayesian Nonparametric Models," Working Papers, Federal Reserve Bank of Cleveland, number 22-05, Mar, DOI: 10.26509/frbc-wp-202205.