Report NEP-ETS-2015-09-11

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.

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Other reports in NEP-ETS

The following items were announced in this report:

• Nicola Cufaro Petroni & Piergiacomo Sabino, 2015. "Cointegrating Jumps: an Application to Energy Facilities," Papers 1509.01144, arXiv.org, revised Jul 2016.
• Dimitrios P. Louzis, 2015. "Steady-state priors and Bayesian variable selection in VAR forecasting," Working Papers 195, Bank of Greece.
• Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2015. "Structural Analysis with Multivariate Autoregressive Index Models," CEPR Discussion Papers 10801, C.E.P.R. Discussion Papers.
• Tsyplakov, Alexander, 2015. "Quasifiltering for time-series modeling," MPRA Paper 66453, University Library of Munich, Germany.