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Report NEP-ETS-2026-02-23
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:
- Bellocca, Gian Pietro Enzo & Garrón Vedia, Ignacio & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther, 2026, "The empirical distribution of sequential LS factors in Multi-level Dynamic Factor Models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 49336, Feb.
- Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2026, "Bayesian inference in IV regressions," Working Paper Series, European Central Bank, number 3189, Feb.
- Ollech, Daniel & Stefan, Martin, 2026, "Diagnostic tools for selecting the temporal resolution for seasonal adjustment," Discussion Papers, Deutsche Bundesbank, number 01/2026, DOI: 10.71734/DP-2026-1.
- Qian, Jingye & Marín Díazaraque, Juan Miguel & Veiga, Helena, 2026, "A VAR with Threshold Stochastic Volatility for State-Dependent Climate–Energy–Industry Dynamics," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 49327, Feb.
- Candelon, Bertrand & Luisi, Angelo, 2025, "Testing for the Interconnection channel," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2025005, Nov.
- Kumar, Labesh, 2026, "The Output Gap: Method Choice, Data Revisions, and Policy Implications," MPRA Paper, University Library of Munich, Germany, number 127829, Jan.
- Kishor, N. Kundan, 2025, "Regime-Dependent Housing Valuations: Price-Rent Ratios, Volatility, and Structural Breaks in U.S. Markets," MPRA Paper, University Library of Munich, Germany, number 127472, Oct.
- Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2026, "Fiscal monitoring with VARs," Working Paper Series, European Central Bank, number 3186, Feb.