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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. 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:
- Tassos Magdalinos & Katerina Petrova, 2025, "Uniform Inference with General Autoregressive Processes," Staff Reports, Federal Reserve Bank of New York, number 1151, Apr, DOI: 10.59576/sr.1151.
- Sung Hoon Choi & Donggyu Kim, 2025, "Large Volatility Matrix Prediction using Tensor Factor Structure," Working Papers, University of California at Riverside, Department of Economics, number 202506, May.
- Hannah O’Keeffe & Katerina Petrova, 2025, "Component-Based Dynamic Factor Nowcast Model," Staff Reports, Federal Reserve Bank of New York, number 1152, Apr, DOI: 10.59576/sr.1152.
- Bulat Gafarov & Matthias Meier & Jos'e Luis Montiel Olea, 2025, "Projection Inference for set-identified SVARs," Papers, arXiv.org, number 2504.14106, Apr, revised Mar 2026.
- Bobeica, Elena & Holton, Sarah & Huber, Florian & Martínez Hernández, Catalina, 2025, "Beware of large shocks! A non-parametric structural inflation model," Working Paper Series, European Central Bank, number 3052, May.
- 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, Swiss Finance Institute, number 25-27, Mar.
- Sai Krishna Kamepalli & Serena Ng & Francisco Ruge-Murcia, 2025, "Skewed Fluctuations and Propagation Through Production Networks," NBER Working Papers, National Bureau of Economic Research, Inc, number 33701, Apr.