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Report NEP-ETS-2025-11-10
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:
- Shovon Sengupta & Sunny Kumar Singh & Tanujit Chakraborty, 2025, "Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks," Papers, arXiv.org, number 2510.23347, Oct.
- Bin Chen & Yuefeng Han & Qiyang Yu, 2025, "Diffusion Index Forecasting with Tensor Data," Papers, arXiv.org, number 2511.02235, Nov, revised Feb 2026.
- Qiang Liu & Yiming Liu & Zhi Liu & Wang Zhou, 2025, "Spectral analysis of high-dimensional spot volatility matrix with applications," Papers, arXiv.org, number 2511.02660, Nov.
- Ollie Olby & Rory Baggott & Namid Stillman, 2025, "TABL-ABM: A Hybrid Framework for Synthetic LOB Generation," Papers, arXiv.org, number 2510.22685, Oct.
- Qiang Liu & Zhi Liu & Wang Zhou, 2025, "On the estimation of leverage effect and volatility of volatility in the presence of jumps," Papers, arXiv.org, number 2511.00944, Nov.
- Ye Shen & Rui Song & Alberto Abadie, 2025, "Efficiently Learning Synthetic Control Models for High-dimensional Disaggregated Data," Papers, arXiv.org, number 2510.22828, Oct.
- Zhexiao Lin & Peng Ding, 2025, "Unifying regression-based and design-based causal inference in time-series experiments," Papers, arXiv.org, number 2510.22864, Oct.
- Jose Barrales-Ruiz & Gyeongho Kim & Ivan Mendieta-Munoz, 2025, "Time-varying endogenous productivity growth dynamics," Working Papers, New School for Social Research, Department of Economics, number 2515, Nov.
- Marta Garcia-Rodriguez & Roman Horvath & Clemente Pinilla-Torremocha, 2025, "Temperature and the U.S. Economy: From Demand to Supply-Side Effects?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2025/21, Oct, revised Oct 2025.