Report NEP-ETS-2025-05-26

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:

• Helmut Lütkepohl & Fei Shang & Luis Uzeda & Tomasz Woźniak, 2025. "Partial Identification of Heteroskedastic Structural Vector Autoregressions: Theory and Bayesian Inference," Staff Working Papers 25-14, Bank of Canada.
• Joshua Chan & Christian Matthes & Xuewen Yu, 2025. "Large Structural VARs with Multiple Sign and Ranking Restrictions," Papers 2503.20668, arXiv.org.
• Jos'e Luis Montiel Olea & Mikkel Plagborg-M{o}ller & Eric Qian & Christian K. Wolf, 2025. "Local Projections or VARs? A Primer for Macroeconomists," Papers 2503.17144, arXiv.org, revised May 2025.
• Masamune Iwasawa, 2025. "Finite-Sample Properties of Generalized Ridge Estimators for Nonlinear Models," Papers 2504.19018, arXiv.org.