Report NEP-ETS-2022-06-13
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:
- Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Forecasting under Structural Breaks Using Improved Weighted Estimation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202212, University of Kansas, Department of Economics.
- Tanweer Akram & Khawaja Mamun, 2022. "A GARCH Approach to Modeling Chilean Long-Term Swap Yields," Economics Working Paper Archive wp_1008, Levy Economics Institute.
- Yuefeng Han & Rong Chen & Cun-Hui Zhang, 2020. "Rank Determination in Tensor Factor Model," Papers 2011.07131, arXiv.org, revised May 2022.
- Christian Hepenstrick & Jason Blunier, 2022. "What were they thinking? Estimating the quarterly forecasts underlying annual growth projections," Working Papers 2022-05, Swiss National Bank.
- Kevin Lee & Kalvinder Shields & Guido Turnip, 2022. "Shock persistence, uncertainty and news-driven business cycles," CAMA Working Papers 2022-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato & Yuta Koike, 2022. "High-dimensional Data Bootstrap," Papers 2205.09691, arXiv.org.