Printed from https://ideas.repec.org/n/nep-ets/2024-10-21.html
Report NEP-ETS-2024-10-21
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:
- Jannik Kreye & Philipp Sibbertsen, 2024, "Testing for a Forecast Accuracy Breakdown under Long Memory," Papers, arXiv.org, number 2409.07087, Sep.
- Li, D. & Linton, O. B. & Zhang, H., 2024, "Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2454, Sep.
- Item repec:cam:camjip:2424 is not listed on IDEAS anymore
- Jean-Marie Dufour & Endong Wang, 2024, "Simple robust two-stage estimation and inference for generalized impulse responses and multi-horizon causality," Papers, arXiv.org, number 2409.10820, Sep.
- Endong Wang, 2024, "Local projections identify the same policy counterfactuals as empirical and structural models," Papers, arXiv.org, number 2409.09577, Sep, revised Feb 2026.
- Tomás E. Caravello & Alisdair McKay & Christian K. Wolf, 2024, "Evaluating Monetary Policy Counterfactuals: (When) Do We Need Structural Models?," NBER Working Papers, National Bureau of Economic Research, Inc, number 32988, Sep.
- Silvana Tiedemann & Jorge Sanchez Canales & Felix Schur & Raffaele Sgarlato & Lion Hirth & Oliver Ruhnau & Jonas Peters, 2024, "Identifying Elasticities in Autocorrelated Time Series Using Causal Graphs," Papers, arXiv.org, number 2409.15530, Sep.
- Giuseppe Cavaliere & Iliyan Georgiev & Edoardo Zanelli, 2024, "Parameters on the boundary in predictive regression," Papers, arXiv.org, number 2409.12611, Sep.