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Report NEP-ETS-2025-04-28
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:
- D’Innocenzo, Enzo & Lucas, André & Schwaab, Bernd & Zhang, Xin, 2025, "Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 446, Feb.
- João A. Bastos, 2025, "A deep learning test of the martingale difference hypothesis," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2025/0374, Mar.
- James Mitchell & Taylor Shiroff, 2025, "Are Revisions to State-Level GDP Data in the US Well Behaved?," Working Papers, Federal Reserve Bank of Cleveland, number 25-11, Apr, DOI: 10.26509/frbc-wp-202511.
- Jongrim Ha & M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad, 2025, "Global Macro-Financial Cycles and Spillovers," Working Papers, Federal Reserve Bank of Dallas, number 2512, Apr, DOI: 10.24149/wp2512.