Report NEP-ETS-2020-04-27

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:

• Guy Melard, 2020. "An Indirect Proof for the Asymptotic Properties of VARMA Model Estimators," Working Papers ECARES 2020-10, ULB -- Universite Libre de Bruxelles.
• Bhandari, Avishek, 2020. "Long memory and fractality among global equity markets: A multivariate wavelet approach," MPRA Paper 99653, University Library of Munich, Germany.
• Travis J. Berge, 2020. "Time-varying Uncertainty of the Federal Reserve’s Output Gap Estimate," Finance and Economics Discussion Series 2020-012r1, Board of Governors of the Federal Reserve System (U.S.), revised 14 Apr 2021.
• Jennifer Castle & Jurgen Doornik & David Hendry, 2020. "Modelling Non-stationary 'Big Data'," Economics Series Working Papers 905, University of Oxford, Department of Economics.
• André Klein & Guy Melard, 2020. "Invertibility Condition of the Fisher Information Matrix of a VARMAX Process and the Tensor Sylvester Matrix," Working Papers ECARES 2020-11, ULB -- Universite Libre de Bruxelles.
• Oezer Karagedikli & Ole Rummel, 2020. "Weighing up the Credit-to-GDP gap: A cautionary note," MAGKS Papers on Economics 202022, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Elma Hasanovic, 2020. "Forecasting inflation in Bosnia and Herzegovina," IHEID Working Papers 07-2020, Economics Section, The Graduate Institute of International Studies.