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Report NEP-ETS-2025-04-21
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:
- Nan Liu & Yanbo Liu & Peter C.B. Phillips & Yajie Zhang, 2025, "Robust Inference for Time Varying Predictability: A Sieve-IVX Approach," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2431, Mar.
- Peter C.B. Phillips, 2025, "Semiparametric Cointegrating Rank Selection for Curved Cross Section Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2432, Mar.
- Webel, Karsten, 2025, "Revisions in concurrent seasonal adjustments of daily and weekly economic time series," Discussion Papers, Deutsche Bundesbank, number 08/2025.
- Jang, Tae-Seok & Sacht, Stephen, 2025, "Moment matching for Bayesian inference in the baseline New-Keynesian model," HWWI Working Paper Series, Hamburg Institute of International Economics (HWWI), number 4/2025.
- Ye Chen & Peter C.B. Phillips & Shuping Shi, 2025, "Bubble Mitigation Policies: Counterfactual Analysis and Treatment Effect Inference," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2433, Mar.
- Paolo Dai Pra & Paolo Pigato, 2025, "A Stochastic Volatility Approximation for a Tick-By-Tick Price Model with Mean-Field Interaction," CEIS Research Paper, Tor Vergata University, CEIS, number 596, Apr, revised 08 Apr 2025.