Report NEP-ETS-2025-07-14

This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Simon Sosvilla-Rivero 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:

• Christian Gourieroux & Quinlan Lee, 2025. "Identification of Impulse Response Functions for Nonlinear Dynamic Models," Papers 2506.13531, arXiv.org.
• Yasumasa Matsuda & Rei Iwafuchi, 2025. "Density-valued ARMA models by spline mixtures," DSSR Discussion Papers 146, Graduate School of Economics and Management, Tohoku University.
• David Kohns & Tibor Szendrei, 2025. "Joint Quantile Shrinkage: A State-Space Approach toward Non-Crossing Bayesian Quantile Models," Papers 2506.13257, arXiv.org.
• Jin Seo Cho, 2025. "Practical Testing for Normal Mixtures," Working papers 2025rwp-248, Yonsei University, Yonsei Economics Research Institute.
• NEIFAR, MALIKA & Gharbi, Leila, 2025. "The country ICT level and the Fintech firm Performance: Evidence from BRICS ‎Countries ‎," MPRA Paper 123778, University Library of Munich, Germany, revised 25 Feb 2025.
• Item repec:apk:doctra:2403 is not listed on IDEAS anymore

• Doko Tchatoka, Firmin & Wang, Wenjie, 2025. "Identification-Robust Two-Stage Bootstrap Tests with Pretesting for Exogeneity," MPRA Paper 125017, University Library of Munich, Germany.
• Li, Mengheng & Mendieta-Munoz, Ivan, 2025. "Unpacking trend inflation: Evidence from a factor correlated unobserved components model of sticky and flexible prices," EconStor Preprints 320299, ZBW - Leibniz Information Centre for Economics.
• Irma Alonso-Álvarez & Daniel Santabárbara, 2025. "Decoding Structural Shocks in the Global Oil Market," Occasional Papers 2513, Banco de España.
• Jin Seo Cho, 2025. "Testing for the Mixture Hypothesis of Poisson Regression Models," Working papers 2025rwp-254, Yonsei University, Yonsei Economics Research Institute.
• Marco Zanotti, 2025. "The cost of ensembling: is it always worth combining?," Working Papers 554, University of Milano-Bicocca, Department of Economics.
• Astill, Sam & Magdalinos, Tassos & Taylor, AM Robert, 2025. "IVX Tests for Return Predictability and the Initial Condition," Essex Finance Centre Working Papers 41209, University of Essex, Essex Business School.
• Victor Chernozhukov & Christian Hansen & Lingwei Kong & Weining Wang, 2025. "Plausible GMM: a quasi-bayesian approach," CeMMAP working papers 14/25, Institute for Fiscal Studies.
• Davide Brignone & Marco Mazzali, 2025. "It is all about demand and supply: a dualistic view of the euro area business cycle," Bank of England working papers 1124, Bank of England.
• Daniel H. Cooper & Giovanni P. Olivei & Hannah Rhodenhiser, 2025. "Forecasting U.S. Economic Activity with a Small Information Set," Working Papers 25-4, Federal Reserve Bank of Boston.
• Dhanashree Somani & Rangan Gupta & Sayar Karmakar & Vasilios Plakandaras, 2025. "Supply Bottlenecks and Machine Learning Forecasting of International Stock Market Volatility," Working Papers 202521, University of Pretoria, Department of Economics.
• Marco Zanotti, 2025. "On the stability of global forecasting models," Working Papers 553, University of Milano-Bicocca, Department of Economics.
• Yuki Murakami, 2025. "Time-Varying Volatility in Emerging Market Business Cycles," Working Papers 2514, Waseda University, Faculty of Political Science and Economics.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Nieves Carmona-González, 2025. "Atmospheric Pollution in 10 US Cities: Trends and Persistence," CESifo Working Paper Series 11957, CESifo.
• Yuliya Mishura & Andrey Pilipenko & Kostiantyn Ralchenko, 2025. "Gatheral double stochastic volatility model with Skorokhod reflection," Papers 2505.09184, arXiv.org.
• Michael Balzer, 2025. "Gradient Boosting for Spatial Regression Models with Autoregressive Disturbances," Papers 2506.13682, arXiv.org.
• Garabedian, Garo, 2025. "Star-struck; Monetary Policy and the Neutral Rate," Research Technical Papers 4/RT/25, Central Bank of Ireland.
• Quinlan Lee, Stephen Snudden, 2025. "Exact Mixed-Frequency Data Sampling (eMIDAS)," LCERPA Working Papers jc0157, Laurier Centre for Economic Research and Policy Analysis, revised Jun 2025.