Report NEP-ETS-2020-01-06

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:

• Xiaohong Chen & Zhuo Huang & Yanping Yi, 2019. "Efficient Estimation of Multivariate Semi-nonparametric GARCH Filtered Copula Models," Cowles Foundation Discussion Papers 2215, Cowles Foundation for Research in Economics, Yale University.
• Jörg Breitung & Ralf Brüggemann, 2019. "Projection estimators for structural impulse responses," Working Paper Series of the Department of Economics, University of Konstanz 2019-05, Department of Economics, University of Konstanz.
• Sebastian Ankargren & Paulina Jon'eus, 2019. "Estimating Large Mixed-Frequency Bayesian VAR Models," Papers 1912.02231, arXiv.org.
• Carlos Cesar Trucios-Maza & João H. G Mazzeu & Luis K. Hotta & Pedro L. Valls Pereira & Marc Hallin, 2019. "On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting," Working Papers ECARES 2019-32, ULB -- Universite Libre de Bruxelles.
• Mario Alloza & Jesús Gonzalo & Carlos Sanz, 2019. "Dynamic effects of persistent shocks," Working Papers 1944, Banco de España.
• Anisha Ghosh & Oliver Linton, 2019. "Estimation with Mixed Data Frequencies: A Bias-Correction Approach," CeMMAP working papers CWP65/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Canova, Fabio & Ferroni, Filippo, 2019. "Mind the gap! Stylized dynamic facts and structural models," Working Paper Series 378, Sveriges Riksbank (Central Bank of Sweden).
• Luis Eduardo Castillo & David Florián Hoyle, 2019. "Measuring the output gap, potential output growth and natural interest rate from a semi-structural dynamic model for Peru," Working Papers 159, Peruvian Economic Association.
• Becher, Georg, 2019. "Analysis of Time Series to Examine the Impact of the EU Timber Regulation (EUTR) on European Timber Trade," Thünen Working Paper 298443, Johann Heinrich von Thünen-Institut (vTI), Federal Research Institute for Rural Areas, Forestry and Fisheries.
• Aminu, Alarudeen & Raifu, Isiaka Akande, 2018. "Dynamic Nexus between Government Revenues and Expenditures in Nigeria: Evidence from Asymmetric Causality and Cointegration Methods," MPRA Paper 97880, University Library of Munich, Germany.
• ŞENTÜRK, İsmail & Ali, Amjad, 2019. "Socioeconomic Determinants of Gender Specific Life Expectancy in Turkey: A Time Series Analysis," MPRA Paper 97815, University Library of Munich, Germany.