Report NEP-ETS-2024-03-11

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:

• Daniel Borup & Philippe Goulet Coulombe & Erik Christian Montes Schütte & David E. Rapach & Sander Schwenk-Nebbe, 2024. "The Anatomy of Out-of-Sample Forecasting Accuracy," FRB Atlanta Working Paper 2022-16b, Federal Reserve Bank of Atlanta.
• Niko Hauzenberger & Massimiliano Marcellino & Michael Pfarrhofer & Anna Stelzer, 2024. "Nowcasting with Mixed Frequency Data Using Gaussian Processes," Papers 2402.10574, arXiv.org, revised Sep 2024.
• James D. Hamilton & Jin Xi, 2024. "Principal Component Analysis for Nonstationary Series," NBER Working Papers 32068, National Bureau of Economic Research, Inc.