Printed from https://ideas.repec.org/n/nep-ets/2025-11-24.html
Report NEP-ETS-2025-11-24
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:
- Yaling Qi, 2025, "Large Bayesian Tensor Autoregressions," Papers, arXiv.org, number 2511.03097, Nov, revised Nov 2025.
- Rustam Ibragimov & Jihyun Kim & Anton Skrobotov, 2025, "Robust Cauchy-Based Methods for Predictive Regressions," Papers, arXiv.org, number 2511.09249, Nov, revised Nov 2025.
- Dennis Thumm, 2025, "Causal Regime Detection in Energy Markets With Augmented Time Series Structural Causal Models," Papers, arXiv.org, number 2511.04361, Nov, revised Jan 2026.
- Tetsuya Takaishi, 2025, "Multifractality and sample size influence on Bitcoin volatility patterns," Papers, arXiv.org, number 2511.03314, Nov.
- Meenagh, David & Minford, Patrick & Xu, Yongdeng, 2025, "Why Applied Macroeconomists Should Not Use Bayesian Estimation of DSGE Models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2025/22, Nov.
- Xu Zhang & Zhengang Huang & Yunzhi Wu & Xun Lu & Erpeng Qi & Yunkai Chen & Zhongya Xue & Qitong Wang & Peng Wang & Wei Wang, 2025, "Multi-period Learning for Financial Time Series Forecasting," Papers, arXiv.org, number 2511.08622, Nov, revised Jan 2026.
- Emmanuel Gnabeyeu & Gilles Pag`es, 2025, "On a Stationarity Theory for Stochastic Volterra Integral Equations," Papers, arXiv.org, number 2511.03474, Nov.
- Krzysztof Drachal & Joanna J?drzejewska, 0000, "Forecasting the Index of Commodities Prices Using Various Bayesian Models," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 15316933.
- Eiji Kurozumi & Anton Skrobotov, 2025, "Confidence Sets for the Emergence, Collapse, and Recovery Dates of a Bubble," Papers, arXiv.org, number 2511.16172, Nov.
- Sotiris & Tsolacos & Tatiana Franus, 2025, "Directional Forecasts for Yields Using Econometric Models and Machine Learning Methods," ERES, European Real Estate Society (ERES), number eres2025_269, Jan.
- Yilong Zeng & Boyan Tang & Xuanhao Ren & Sherry Zhefang Zhou & Jianghua Wu & Raymond Lee, 2025, "FCOC: A Fractal-Chaotic Co-driven Framework for Financial Volatility Forecasting," Papers, arXiv.org, number 2511.10365, Nov, revised Nov 2025.
- Stuart Lane, 2025, "The moment is here: a generalised class of estimators for fuzzy regression discontinuity designs," Papers, arXiv.org, number 2511.03424, Nov.
- Lebotsa Daniel Metsileng & Johannes Tshepiso Tsoku, 0000, "Modelling the South African inflation rate using Box-Jenkins ARIMA models," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 15316783.
- Gregory Fletcher Cox & Xiaoxia Shi & Yuya Shimizu, 2025, "Testing Inequalities Linear in Nuisance Parameters," Papers, arXiv.org, number 2510.27633, Oct.
- Ramaharo, Franck M., 2025, "Nowcasting Malagasy real GDP using energy data: a MIDAS approach," MPRA Paper, University Library of Munich, Germany, number 126629, Oct.
- George Wheaton, 2025, "Are VAR models evidence for a profit-led Goodwin pattern?," Working Papers, New School for Social Research, Department of Economics, number 2517, Nov.
- Gozde Sert & Abhishek Chakrabortty & Anirban Bhattacharya, 2025, "Bayesian Semiparametric Causal Inference: Targeted Doubly Robust Estimation of Treatment Effects," Papers, arXiv.org, number 2511.15904, Nov.
- Bachmair, K. & Schmitz, N., 2025, "Forecasting Macro with Finance," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2574, Nov.