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Report NEP-ETS-2026-03-23
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:
- Alain Guay & Dalibor Stevanovic, 2026, "A spectral framework for non-gaussian SVARs," CIRANO Working Papers, CIRANO, number 2026s-02, Mar.
- Timothy J. Vogelsang, 2026, "Testing Hypotheses About Ratios of Linear Trend Slopes in Systems of Equations with a Focus on Tests of Equal Trend Ratios," Papers, arXiv.org, number 2602.23482, Feb.
- Zongwu Cai & Yifeng Chen & Seok Young Hong & Daniel Tsvetanov, 2026, "Unified Inference for Predictive Mean and Quantile Regressions via Empirical Likelihood," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202609, Jan, revised Jan 2026.
- Batuhan Koyuncu & Byeungchun Kwon & Marco Jacopo Lombardi & Fernando Perez-Cruz & Hyun Song Shin, 2026, "Introducing BISTRO: a foundational model for unconditional and conditional forecasting of macroeconomic time series," BIS Working Papers, Bank for International Settlements, number 1337, Mar.
- Dobrislav Dobrev & Pawel J. Szerszen, 2026, "Missing Data Substitution for Enhanced Robust Filtering and Forecasting in State-Space Models," Working Papers, The George Washington University, The Center for Economic Research, number 2026-004, Mar.
- Amir Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2026, "High-frequency instruments with time-varying reliability: Understanding identification in macroeconomics," Discussion Papers, Deutsche Bundesbank, number 08/2026, DOI: 10.71734/DP-2026-8.
- Katarzyna Chec & Bartosz Uniejewski & Rafal Weron, 2026, "From biased point forecasts of electricity demand to accurate predictive distributions: Using LASSO and GAMLSS," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/26/01.
- Wissal Zribi & Talel Boufateh & Duc K. Nguyen & Thomas Walther, 2025, "Uncertainty effects on European carbon prices and efficiency: A time-varying SVAR-SV Analysis," Post-Print, HAL, number hal-05493722, Sep.
- Maxime Menuet, 2026, "Fractional Replicator Dynamics," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2026-05, Feb.