Report NEP-ETS-2019-08-12

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.

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Other reports in NEP-ETS

The following items were announced in this report:

• Catherine Doz & Peter Fuleky, 2019. "Dynamic Factor Models," PSE Working Papers halshs-02262202, HAL.
• Thomas Despois & Catherine Doz, 2021. "Identifying and interpreting the factors in factor models via sparsity: Different approaches," PSE Working Papers halshs-02235543, HAL.
• Alessio Volpicella, 2019. "SVARs Identification through Bounds on the Forecast Error Variance," Working Papers 890, Queen Mary University of London, School of Economics and Finance.
• Germano Ruisi, 2019. "Time-Varying Local Projections," Working Papers 891, Queen Mary University of London, School of Economics and Finance.
• Anne Opschoor & André Lucas, 2019. "Time-varying tail behavior for realized kernels," Tinbergen Institute Discussion Papers 19-051/IV, Tinbergen Institute.
• Michael W. McCracken, 2019. "Diverging Tests of Equal Predictive Ability," Working Papers 2019-018, Federal Reserve Bank of St. Louis, revised 09 Mar 2020.
• Jérôme TRINH, 2019. "Temporal disaggregation of short time series with structural breaks: Estimating quarterly data from yearly emerging economies data," Working Papers 2019-11, Center for Research in Economics and Statistics.
• Thomas Chalaux & Yvan Guillemette, 2019. "The OECD potential output estimation methodology," OECD Economics Department Working Papers 1563, OECD Publishing.
• Cuaresma, Jesús Crespo & Huber, Florian & Onorante, Luca, 2019. "The macroeconomic effects of international uncertainty," Working Paper Series 2302, European Central Bank.
• Strohsal, Till & Wolf, Elias, 2019. "Data revisions to German national accounts: Are initial releases good nowcasts?," Discussion Papers 2019/11, Free University Berlin, School of Business & Economics.