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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. 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:
- Christian Gourieroux & Quinlan Lee, 2025, "Identification of Impulse Response Functions for Nonlinear Dynamic Models," Papers, arXiv.org, number 2506.13531, Jun, revised Jul 2025.
- Yasumasa Matsuda & Rei Iwafuchi, 2025, "Density-valued ARMA models by spline mixtures," DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 146, Jun.
- David Kohns & Tibor Szendrei, 2025, "Joint Quantile Shrinkage: A State-Space Approach toward Non-Crossing Bayesian Quantile Models," Papers, arXiv.org, number 2506.13257, Jun, revised Aug 2025.
- Jin Seo Cho, 2025, "Practical Testing for Normal Mixtures," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2025rwp-248, Jun.
- NEIFAR, MALIKA & Gharbi, Leila, 2025, "The country ICT level and the Fintech firm Performance: Evidence from BRICS Countries ," MPRA Paper, University Library of Munich, Germany, number 123778, Feb, revised 25 Feb 2025.
- Carlos Segura-Rodriguez, 2024, "Modelos FAVAR con factores estáticos y dinámicos para pronosticar la inflación en Costa Rica," Documentos de Trabajo, Banco Central de Costa Rica, number 2403, Aug.
- Doko Tchatoka, Firmin & Wang, Wenjie, 2025, "Identification-Robust Two-Stage Bootstrap Tests with Pretesting for Exogeneity," MPRA Paper, University Library of Munich, Germany, number 125017, May.
- Li, Mengheng & Mendieta-Munoz, Ivan, 2025, "Unpacking trend inflation: Evidence from a factor correlated unobserved components model of sticky and flexible prices," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 320299.
- Irma Alonso-Álvarez & Daniel Santabárbara, 2025, "Decoding Structural Shocks in the Global Oil Market," Occasional Papers, Banco de España, number 2513, Jun, DOI: https://doi.org/10.53479/40225.
- Jin Seo Cho, 2025, "Testing for the Mixture Hypothesis of Poisson Regression Models," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2025rwp-254, Jul.
- Marco Zanotti, 2025, "The cost of ensembling: is it always worth combining?," Working Papers, University of Milano-Bicocca, Department of Economics, number 554, Jun.
- Astill, Sam & Magdalinos, Tassos & Taylor, AM Robert, 2025, "IVX Tests for Return Predictability and the Initial Condition," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 41209, Jul.
- Victor Chernozhukov & Christian Hansen & Lingwei Kong & Weining Wang, 2025, "Plausible GMM: a quasi-bayesian approach," CeMMAP working papers, Institute for Fiscal Studies, number 14/25, Jul, DOI: 10.47004/wp.cem.2025.1425.
- 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, Bank of England, number 1124, Apr.
- Daniel H. Cooper & Giovanni P. Olivei & Hannah Rhodenhiser, 2025, "Forecasting U.S. Economic Activity with a Small Information Set," Working Papers, Federal Reserve Bank of Boston, number 25-4, Jun, DOI: 10.29412/res.wp.2025.04.
- Dhanashree Somani & Rangan Gupta & Sayar Karmakar & Vasilios Plakandaras, 2025, "Supply Bottlenecks and Machine Learning Forecasting of International Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202521, Jun.
- Marco Zanotti, 2025, "On the stability of global forecasting models," Working Papers, University of Milano-Bicocca, Department of Economics, number 553, Jun.
- Yuki Murakami, 2025, "Time-Varying Volatility in Emerging Market Business Cycles," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2514, Jun.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Nieves Carmona-González, 2025, "Atmospheric Pollution in 10 US Cities: Trends and Persistence," CESifo Working Paper Series, CESifo, number 11957.
- Yuliya Mishura & Andrey Pilipenko & Kostiantyn Ralchenko, 2025, "Gatheral double stochastic volatility model with Skorokhod reflection," Papers, arXiv.org, number 2505.09184, May.
- Michael Balzer, 2025, "Gradient Boosting for Spatial Regression Models with Autoregressive Disturbances," Papers, arXiv.org, number 2506.13682, Jun.
- Garabedian, Garo, 2025, "Star-struck; Monetary Policy and the Neutral Rate," Research Technical Papers, Central Bank of Ireland, number 4/RT/25, Jun.
- Quinlan Lee, Stephen Snudden, 2025, "Exact Mixed-Frequency Data Sampling (eMIDAS)," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number jc0157, Jun, revised Jun 2025.