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Report NEP-ETS-2023-06-12
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:
- Yuanhua Feng & Thomas Gries & Sebastian Letmathe, 2023, "FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 156, Jun.
- Item repec:rim:rimwps:23-06 is not listed on IDEAS anymore
- Yunjong Eo & James Morley, 2023, "Does the Survey of Professional Forecasters Help Predict the Shape of Recessions in Real Time? ," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-24, May.
- Michael T. Kiley, 2023, "The Role of Wages in Trend Inflation: Back to the 1980s?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-022, Apr, DOI: 10.17016/FEDS.2023.022.
- Datta, Susanta & Hatekar, Neeraj, 2022, "Range Volatility Spillover across Sectoral Stock Indices during COVID-19 Pandemic: Evidence from Indian Stock Market," MPRA Paper, University Library of Munich, Germany, number 117285, Apr.
- Jeffrey Frankel, 2023, "Estimation of Nonlinear Exchange Rate Dynamics in Evolving Regimes," CID Working Papers, Center for International Development at Harvard University, number 429, Mar.