Report NEP-ETS-2024-12-30

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.

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Other reports in NEP-ETS

The following items were announced in this report:

• Martin Bruns & Helmut Lütkepohl, 2024, "Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2103.
• Wang, Shu, 2024, "Daily oil price shocks and their uncertainties," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 436.
• Liudas Giraitis & George Kapetanios & Yufei Li & Tien Chuong Nguyen, 2024, "Partial Time-Varying Regression Modelling under General Heterogeneity," Working Papers, Queen Mary University of London, School of Economics and Finance, number 985, Dec.
• Gabriel Rodriguez-Rondon, 2024, "Underlying Core Inflation with Multiple Regimes," Papers, arXiv.org, number 2411.12845, Nov.
• Pierdomenico Duttilo, 2024, "Modelling financial returns with mixtures of generalized normal distributions," Papers, arXiv.org, number 2411.11847, Oct.
• Lorenzo Mori & Gert Peersman, 2024, "Estimating the Macroeconomic Effects of Oil Supply News," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 24/1099, Nov.
• Jeffrey Mollins & Rachit Lumb, 2024, "Seasonal Adjustment of Weekly Data," Discussion Papers, Bank of Canada, number 2024-17, Nov, DOI: 10.34989/sdp-2024-17.
• ShengQuan Zhou, 2024, "Markov-Functional Models with Local Drift," Papers, arXiv.org, number 2411.15053, Nov.