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Report NEP-ETS-2025-02-17
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:
- Mingxuan Song & Bernhard van der Sluis & Yicong Lin, 2024, "PyTimeVar: A Python Package for Trending Time-Varying Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-060/III, Nov.
- Francisco Blasques & Janneke van Brummelen & Paolo Gorgi & Siem Jan Koopman, 2024, "Robust Multivariate Observation-Driven Filtering for a Common Stochastic Trend: Theory and Application," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-062/III, Nov.
- Xiaolei Wang & Tomasz Wo'zniak, 2025, "Bayesian Analyses of Structural Vector Autoregressions with Sign, Zero, and Narrative Restrictions Using the R Package bsvarSIGNs," Papers, arXiv.org, number 2501.16711, Jan.
- Stéphane Surprenant, 2025, "Quantile VARs and Macroeconomic Risk Forecasting," Staff Working Papers, Bank of Canada, number 25-4, Jan, DOI: 10.34989/swp-2025-4.