Report NEP-ETS-2018-09-10

This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Jaqueson K. Galimberti 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:

• Franses, Ph.H.B.F. & Wiemann, T., 2018. "Intertemporal Similarity of Economic Time Series," Econometric Institute Research Papers EI2018-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Chevillon, Guillaume, 2017. "Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons," ESSEC Working Papers WP1710, ESSEC Research Center, ESSEC Business School.
• Haroon Mumtaz, 2018. "Measuring the origins of macroeconomic uncertainty," Working Papers 864, Queen Mary University of London, School of Economics and Finance.
• Richard Pincak & Kabin Kanjamapornkul, 2018. "GARCH(1,1) model of the financial market with the Minkowski metric," Papers 1808.04231, arXiv.org.
• Dolatabadi, Sepideh & Kumar Narayan, Paresh & Orregaard Nielsen, Morten & Xu, Ke, 2017. "Economic significance of commodity return forecasts from the fractionally cointegrated VAR model," Queen's Economics Department Working Papers 274663, Queen's University - Department of Economics.
• Katarina Juselius, 2018. "Searching for a theory that fits the data: A personal research odyssey," Discussion Papers 18-07, University of Copenhagen. Department of Economics.