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Report NEP-ETS-2023-02-06
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:
- Klaus Abberger & Michael Graff & Oliver Müller & Boriss Siliverstovs, 2022, "Imputing Monthly Values for Quarterly Time Series. An Application Performed with Swiss Business Cycle Data," CESifo Working Paper Series, CESifo, number 10191.
- Hartwig, Benny, 2022, "Bayesian VARs and prior calibration in times of COVID-19," Discussion Papers, Deutsche Bundesbank, number 52/2022.
- Fabio Canova & Kenneth Sæterhagen Paulsen, 2021, "Symbolic Stationarization of Dynamic Equilibrium Models," Working Paper, Norges Bank, number 2021/18, Dec.
- Antonis Demos, 2023, "Statistical Properties of Two Asymmetric Stochastic Volatility in Mean Models," DEOS Working Papers, Athens University of Economics and Business, number 2303, Jan.
- Weifeng Jin, 2023, "Quantile Autoregression-based Non-causality Testing," Papers, arXiv.org, number 2301.02937, Jan.
- Im, K S. & Pesaran, M. H. & Shin, Y., 2023, "Reflections on "Testing for Unit Roots in Heterogeneous Panels"," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2310, Jan.
- Antoine Djobenou & Emre Inan & Joann Jasiak, 2023, "Time-Varying Coefficient DAR Model and Stability Measures for Stablecoin Prices: An Application to Tether," Papers, arXiv.org, number 2301.00509, Jan.
- Erik Kole & Dick van Dijk, 2022, "Moments, Shocks and Spillovers in Markov-switching VAR Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-080/III, Apr, revised 11 Jan 2022.
- Francesco Fusari, 2023, "Identifying Monetary Policy Shocks Through External Variable Constraints," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0123, Jan.
- Xiaohong Chen & Yuan Liao & Weichen Wang, 2022, "Inference on Time Series Nonparametric Conditional Moment Restrictions Using General Sieves," Papers, arXiv.org, number 2301.00092, Dec, revised Jan 2023.
- Böhl, Gregor, 2022, "Ensemble MCMC sampling for robust Bayesian inference," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 177.