Report NEP-ETS-2025-05-12

This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Jaqueson K. Galimberti 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:

• Tassos Magdalinos & Katerina Petrova, 2025. "Uniform Inference with General Autoregressive Processes," Staff Reports 1151, Federal Reserve Bank of New York.
• Sung Hoon Choi & Donggyu Kim, 2025. "Large Volatility Matrix Prediction using Tensor Factor Structure," Working Papers 202506, University of California at Riverside, Department of Economics.
• Hannah O’Keeffe & Katerina Petrova, 2025. "Component-Based Dynamic Factor Nowcast Model," Staff Reports 1152, Federal Reserve Bank of New York.
• Bulat Gafarov & Matthias Meier & Jos'e Luis Montiel Olea, 2025. "Projection Inference for set-identified SVARs," Papers 2504.14106, arXiv.org.
• Bobeica, Elena & Holton, Sarah & Huber, Florian & Martínez Hernández, Catalina, 2025. "Beware of large shocks! A non-parametric structural inflation model," Working Paper Series 3052, European Central Bank.
• Alain-Philippe Fortin & Patrick Gagliardini & O. Scaillet, 2025. "Optimal Maximin GMM Tests for Sphericity in Latent Factor Analysis of Short Panels," Swiss Finance Institute Research Paper Series 25-27, Swiss Finance Institute.
• Sai Krishna Kamepalli & Serena Ng & Francisco Ruge-Murcia, 2025. "Skewed Fluctuations and Propagation Through Production Networks," NBER Working Papers 33701, National Bureau of Economic Research, Inc.