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Report NEP-ETS-2025-08-11
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:
- Bo Hu & Joon Y. Park & Junhui Qian, 2025, "Analysis of Distributional Dynamics for Repeated Cross-Sectional and Intra-Period Observations," Papers, arXiv.org, number 2505.15763, May.
- John Michael, Riveros-Gavilanes, 2025, "Metodología estándar de vectores autoregresivos (VAR) y de corrección del error (VEC)
[Standard methodology of vector autoregression (VAR) and error correction (VEC)]," MPRA Paper, University Library of Munich, Germany, number 124015, Mar. - Roberto Esposti, 2025, "Investigating commodity price interdependence with Granger causality networks," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 498, Jul.
- Gabor Petnehazi & Laith Al Shaggah & Jozsef Gall & Bernadett Aradi, 2025, "Zero-Shot Forecasting Mortality Rates: A Global Study," Papers, arXiv.org, number 2505.13521, May.
- Gabriel Rodriguez & Mauricio Alvarado, 2025, "The Inflation Uncertainty-Inflation Relationship: Time Variation Across Latin America and the G7," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2025-544, DOI: 10.18800/2079-8474.0544.
- Daniele Massacci & Lucio Sarno & Lorenzo Trapani & Pierluigi Vallarino, 2025, "A general randomized test for Alpha," Papers, arXiv.org, number 2507.17599, Jul.
- Anna Bykhovskaya & Vadim Gorin & Sasha Sodin, 2025, "How weak are weak factors? Uniform inference for signal strength in signal plus noise models," Papers, arXiv.org, number 2507.18554, Jul, revised Feb 2026.
- Sourojyoti Barick & Sudip Ratan Chandra, 2025, "Analysing Models for Volatility Clustering with Subordinated Processes: VGSA and Beyond," Papers, arXiv.org, number 2507.17431, Jul.
- Francesco Giancaterini & Alain Hecq & Joann Jasiak & Aryan Manafi Neyazi, 2025, "Bubble Detection with Application to Green Bubbles: A Noncausal Approach," Papers, arXiv.org, number 2505.14911, May.
- MINAMI, Koutaroh, 2025, "Detecting Bubbles by Machine Learning Prediction," Working Paper Series, Hitotsubashi University Center for Financial Research, number G-1-30, Jun.
- Papp, Tamás K., 2025, "A flexible distribution family for testing MCMC implementations," IHS Working Paper Series, Institute for Advanced Studies, number 60, Aug.
- Matthias R. Fengler & Bruno Jäger & Ostap Okhrin, 2025, "Locally adaptive modeling of unconditional heteroskedasticity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-60, Jun.
- Roberto Casarin & Antonio Peruzzi & Davide Raggi, 2025, "Multiple Equilibria and the Phillips Curve: Do Agents Always Underreact?," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2025: 10.
- Alessandro Casini & Adam McCloskey, 2025, "Identification, Estimation and Inference in High-Frequency Event Study Regressions," CEIS Research Paper, Tor Vergata University, CEIS, number 608, Jul, revised 28 Jul 2025.
- Chen, Fangyi & Chen, Yunxiao & Ying, Zhiliang & Zhou, Kangjie, 2025, "Dynamic factor analysis of high-dimensional recurrent events," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 127778, Jul.
- Pascal Michaillat, 2025, "Early and Accurate Recession Detection Using Classifiers on the Anticipation-Precision Frontier," NBER Working Papers, National Bureau of Economic Research, Inc, number 34015, Jul.
- Radoslaw Trojanek & Luke Hartigan & Norbert Pfeifer & Miriam Steurer, 2025, "Nowcasting Transaction-Based House Price Indices Using Web-Scraped Listings and MIDAS Regression," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-45, Aug.