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Report NEP-ETS-2024-09-09
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:
- Lloyd, Simon & Manuel, Ed, 2024. "Controls, not shocks: estimating dynamic causal effects in macroeconomics," Bank of England working papers 1079, Bank of England.
- Shuping Shi & Jun Yu & Chen Zhang, 2024. "On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes," Working Papers 202416, University of Macau, Faculty of Business Administration.
- Abdulnasser Hatemi-J, 2024. "Efficient Asymmetric Causality Tests," Papers 2408.03137, arXiv.org, revised Oct 2024.