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Report NEP-ETS-2022-10-17
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:
- Ziwei Mei & Peter C. B. Phillips & Zhentao Shi, 2022, "The boosted HP filter is more general than you might think," Papers, arXiv.org, number 2209.09810, Sep, revised Apr 2024.
- Marc Hallin, 2022, "Manfred Deistler and the General Dynamic Factor Model Approach to the Analysis of High-Dimensional Time Series," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2022-30, Sep.
- Yu Bai & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022, "Macroeconomic Forecasting in a Multi-country Context," Working Papers, Federal Reserve Bank of Cleveland, number 22-02, Feb, DOI: 10.26509/frbc-wp-202202.
- Robert Adamek & Stephan Smeekes & Ines Wilms, 2022, "Local Projection Inference in High Dimensions," Papers, arXiv.org, number 2209.03218, Sep, revised Apr 2024.