Report NEP-ETS-2022-09-26

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:

• Marc Hallin & Hang Liu, 2022. "Center-outward Rank- and Sign-based VARMA Portmanteau Tests," Working Papers ECARES 2022-27, ULB -- Universite Libre de Bruxelles.
• Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022. "Sectoral Uncertainty," Staff Working Papers 22-38, Bank of Canada.
• Poon, Aubrey & Zhu, Dan, 2022. "Do Recessions Occur Concurrently Across Countries? A Multinomial Logistic Approach," Working Papers 2022:11, Örebro University, School of Business.
• Tobias Wand & Martin He{ss}ler & Oliver Kamps, 2022. "Identifying Dominant Industrial Sectors in Market States of the S&P 500 Financial Data," Papers 2208.14106, arXiv.org, revised Mar 2023.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022. "Specification Choices in Quantile Regression for Empirical Macroeconomics," Working Papers 22-25, Federal Reserve Bank of Cleveland.