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Report NEP-ETS-2023-05-22
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:
- Puyi Fang & Zhaoxing Gao & Ruey S. Tsay, 2023, "Determination of the effective cointegration rank in high-dimensional time-series predictive regressions," Papers, arXiv.org, number 2304.12134, Apr, revised Apr 2023.
- Virbickaite, Audrone & Nguyen, Hoang & Tran, Minh-Ngoc, 2023, "Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models," Working Papers, Örebro University, School of Business, number 2023:7, Apr.
- Jarek Duda, 2023, "Adaptive Student's t-distribution with method of moments moving estimator for nonstationary time series," Papers, arXiv.org, number 2304.03069, Apr, revised Apr 2025.
- Paul Ho & Thomas A. Lubik & Christian Matthes, 2023, "Averaging Impulse Responses Using Prediction Pools," Working Paper, Federal Reserve Bank of Richmond, number 23-04, Feb, DOI: 10.21144/wp23-04.
- Mariam Kamal & Josu Arteche, 2023, "Long memory, fractional integration and cointegration analysis of real convergence in Spain," Papers, arXiv.org, number 2304.12433, Apr.
- Simon Smith & Allan Timmermann & Jonathan H. Wright, 2023, "Breaks in the Phillips Curve: Evidence from Panel Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 31153, Apr.
- Armelius, Hanna & Solberger, Martin & Spånberg, Erik & Österholm, Pär, 2023, "The Evolution of the Natural Rate of Interest – Evidence from the Scandinavian Countries," Working Papers, Örebro University, School of Business, number 2023:8, Apr.