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Report NEP-ETS-2025-10-20
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:
- Alain Hecq & Ivan Ricardo & Ines Wilms, 2025, "Decomposing Co-Movements in Matrix-Valued Time Series: A Pseudo-Structural Reduced-Rank Approach," Papers, arXiv.org, number 2509.19911, Sep.
- Luisa Bisaglia & Margherita Gerolimetto & Margherita Palomba, 2025, "A new Combined Bootstrap Method for Long-Memory Time Series," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2025: 19.
- Dimitris Korobilis, 2025, "Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 05/2025, May.
- Bellocca, Gian Pietro Enzo & Garrón Vedia, Ignacio & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther, 2025, "FARS: Factor Augmented Regression Scenarios in R," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 48180, Oct.
- Patrick Fève & Alban Moura, 2025, "Measuring business cycles using VARs," BCL working papers, Central Bank of Luxembourg, number 201, Oct.
- Aryan Manafi Neyazi, 2025, "Generalized Covariance Estimator under Misspecification and Constraints," Papers, arXiv.org, number 2509.13492, Sep.
- Yifan He & Svetlozar Rachev, 2025, "Long-Range Dependence in Financial Markets: Empirical Evidence and Generative Modeling Challenges," Papers, arXiv.org, number 2509.19663, Sep.