Report NEP-ETS-2026-05-04
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:
- Phillips, Peter C.B. & Han, Chirok, 2026, "Gaussian Inference in AR(1) Time Series with or without a Unit Root," Working Paper Series, Victoria University of Wellington, School of Economics and Finance, number 33500.
- Andrew R Garcia & Marco Vega, 2026, "Can Metadata Guide Variable Selection for Macroeconomic Forecasting?," Working Papers, Banco Central de Reserva del Perú, number 2026-012, Apr.
- Burkhard Raunig, 2026, "DAG-Based Local Projections (Burkhard Raunig)," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 271, Jan.
- Item repec:awi:wpaper:771 is not listed on IDEAS anymore
- Nico Petz & Thomas Zörner, 2025, "How Phillips Curve Dynamics Enhance Business Cycle Synchronization Analysis in Central and Eastern Europe (Nico Petz, Thomas Zörner)," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 267, May.
- Liu Jieni, 2026, "A Search-Then-Forecast Transformer Framework for Mid-Term Stock Price Prediction: An Empirical Case Study on the Chinese A-Share Market," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 26-06, Apr.
Printed from https://ideas.repec.org/n/nep-ets/2026-05-04.html