Report NEP-ETS-2017-07-23

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.

Other reports in NEP-ETS

The following items were announced in this report:

• David I. Harvey & Stephen J. Leybourne & Emily J. Whitehouse, 2017. "Forecast evaluation tests and negative long-run variance estimates in small samples," Discussion Papers 17/03, University of Nottingham, Granger Centre for Time Series Econometrics.
• David I. Harvey & Stephen J. Leybourne & Emily J. Whitehouse, 2017. "Testing for a unit root against ESTAR stationarity," Discussion Papers 17/02, University of Nottingham, Granger Centre for Time Series Econometrics.
• Benjamin Wong, 2017. "Incorporating relevant multivariate information for characterizing half-life with an application to purchasing power parity," CAMA Working Papers 2017-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• James Morley & Benjamin Wong, 2017. "Estimating and accounting for the output gap with large Bayesian vector autoregressions," CAMA Working Papers 2017-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.