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Report NEP-ETS-2024-04-22
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:
- Aknouche, Abdelhakim & Almohaimeed, Bader & Dimitrakopoulos, Stefanos, 2024, "Noising the GARCH volatility: A random coefficient GARCH model," MPRA Paper, University Library of Munich, Germany, number 120456, Mar, revised 15 Mar 2024.
- Item repec:cam:camjip:2316 is not listed on IDEAS anymore
- Item repec:rim:rimwps:24-04 is not listed on IDEAS anymore
- Silvia Goncalves & Serena Ng, 2024, "Imputation of Counterfactual Outcomes when the Errors are Predictable," Papers, arXiv.org, number 2403.08130, Mar, revised May 2024.
- Gunes Kamber & James Morley & Benjamin Wong, 2024, "Trend-Cycle Decomposition in the Presence of Large Shocks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-24, Mar, revised Aug 2024.
- Yunyun Wang & Tatsushi Oka & Dan Zhu, 2024, "Inflation Target at Risk: A Time-varying Parameter Distributional Regression," Papers, arXiv.org, number 2403.12456, Mar, revised Jan 2026.
- Martín Almuzara & Víctor Sancibrián, 2024, "Micro Responses to Macro Shocks," Staff Reports, Federal Reserve Bank of New York, number 1090, Mar, DOI: 10.59576/sr.1090.