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. 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:

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