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Report NEP-ETS-2025-06-09
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:
- Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin, 2025, "A Gibbs Sampler for Efficient Bayesian Inference in Sign-Identified SVARs," Working Papers, Federal Reserve Bank of Philadelphia, number 25-19, May, DOI: 10.21799/frbp.wp.2025.19.
- Marín Díazaraque, Juan Miguel & Romero, Eva & Lopes Moreira da Veiga, María Helena, 2025, "Switching the leverage switch," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 47005, May.
- Pal, Hemendra, 2023, "The Impact of Russia-Ukraine conflict on Global Commodity Brent Crude Prices," MPRA Paper, University Library of Munich, Germany, number 124770, Aug, revised 02 Oct 2024.
- Paponpat Taveeapiradeecharoen & Popkarn Arwatchanakarn, 2025, "Forecasting Thai inflation from univariate Bayesian regression perspective," Papers, arXiv.org, number 2505.05334, May, revised May 2025.
- Beck, Krzysztof & Wyszyński, Mateusz & Dubel, Marcin, 2025, "Bayesian dynamic systems modelling. Bayesian model averaging for dynamic panels with weakly exogenous regressors," MPRA Paper, University Library of Munich, Germany, number 124689, May.
- Mohammadhossein Rashidi & Mohammad Modarres, 2025, "Predicting the Price of Gold in the Financial Markets Using Hybrid Models," Papers, arXiv.org, number 2505.01402, May.
- Torben G. Andersen & Yi Ding & Viktor Todorov & Seunghyeon Yu, 2025, "The Factor Structure of Jump Risk," Working Papers, University of Macau, Faculty of Business Administration, number 202531, Jun, revised Mar 2026.
- Othmane Zarhali & Cecilia Aubrun & Emmanuel Bacry & Jean-Philippe Bouchaud & Jean-Franc{c}ois Muzy, 2025, "Why is the volatility of single stocks so much rougher than that of the S&P500?," Papers, arXiv.org, number 2505.02678, May, revised Dec 2025.
- Alex Nezlobin & Martin Tassy, 2025, "Loss-Versus-Rebalancing under Deterministic and Generalized block-times," Papers, arXiv.org, number 2505.05113, May, revised May 2025.
- Phillip An & Karlye Dilts Stedman & Amaze Lusompa, 2025, "How High Does High Frequency Need to Be? A Comparison of Daily and Intradaily Monetary Policy Surprises," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 25-03, May.
- Enrique Martínez García & Efthymios Pavlidis, 2025, "Bubbling Up? What Consumer Expectations Reveal About U.S. Housing Market Exuberance," Working Papers, Federal Reserve Bank of Dallas, number 2521, May, DOI: 10.24149/wp2521.
- Nurbanu Bursa, 2025, "Stock Market Telepathy: Graph Neural Networks Predicting the Secret Conversations between MINT and G7 Countries," Papers, arXiv.org, number 2506.01945, Jun.
- Item repec:fip:fedgfe:100031 is not listed on IDEAS anymore
- Jan-Lukas Wermuth, 2025, "Proper Correlation Coefficients for Nominal Random Variables," Papers, arXiv.org, number 2505.00785, May, revised Feb 2026.
- Collado Fernandez, Victor & Méndez, Fernando J. & Mínguez Solana, Roberto, 2025, "Upper-tail sampling correction technique for engineering design," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 46849, May.
- Elliot Beck & Michael Wolf, 2025, "Forecasting inflation with the hedged random forest," Working Papers, Swiss National Bank, number 2025-07.
- David Kang & Seojeong Lee, 2025, "Misspecification-Robust Asymptotic and Bootstrap Inference for Nonsmooth GMM," Working Papers, Lancaster University Management School, Economics Department, number 423284005.
- Escribano, Álvaro & Rodríguez, Juan Andrés & Arranz Cuesta, Miguel Angel, 2025, "40 Years of Empirical Evidence of Cointegration and Nonlinear Equilibrium Correction in UK Money Demand since the XIX Century," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 47122, Jun.
- Fourie, Jurgens & Steenkamp, Daan, 2025, "Forecasting economic downturns in South Africa using leading indicators and machine learning," MPRA Paper, University Library of Munich, Germany, number 124709, May.
- Coelli, Federica & Pelzl, Paul, 2025, "Local Booms and Innovation," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2025/20, May.
- Shovon Sengupta & Tanujit Chakraborty & Sunny Kumar Singh, 2024, "Forecasting CPI inflation under economic policy and geopolitical uncertainties," Post-Print, HAL, number hal-05056934, Sep, DOI: 10.1016/j.ijforecast.2024.08.005.
- Adrian Fernández-Pérez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2025, "El Clasico of Housing: Bubbles in Madrid and Barcelona’s Real Estate Markets," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2025-03.