Printed from https://ideas.repec.org/n/nep-ets/2023-04-24.html
Report NEP-ETS-2023-04-24
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:
- Duffy, J. & Simons, J., 2023, "Cointegration without Unit Roots," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2332, Apr.
- Gianluca Cubadda & Marco Mazzali, 2023, "The Vector Error Correction Index Model: Representation, Estimation and Identification," CEIS Research Paper, Tor Vergata University, CEIS, number 556, Apr, revised 04 Apr 2023.
- Giorgia De Nora, 2021, "Factor Augmented Vector-Autoregression with narrative identification. An application to monetary policy in the US," Working Papers, Queen Mary University of London, School of Economics and Finance, number 934, Dec.
- Haroon Mumtaz & Michele Piffer, 2022, "Impulse response estimation via fexible local projections," Working Papers, Queen Mary University of London, School of Economics and Finance, number 938, Apr.
- Luke Mosley & Tak-Shing Chan & Alex Gibberd, 2023, "sparseDFM: An R Package to Estimate Dynamic Factor Models with Sparse Loadings," Papers, arXiv.org, number 2303.14125, Mar.
- Sascha A. Keweloh, 2023, "Uncertain Short-Run Restrictions and Statistically Identified Structural Vector Autoregressions," Papers, arXiv.org, number 2303.13281, Mar, revised Apr 2024.
- Lydia Cheung & Philip Gunby, 2023, "The Initial and Dynamic Effects of the COVID-19 Pandemic on Crime in New Zealand," Working Papers, Auckland University of Technology, Department of Economics, number 2023-03, Mar.