Report NEP-ETS-2024-12-30

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:

• Martin Bruns & Helmut Lütkepohl, 2024. "Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions," Discussion Papers of DIW Berlin 2103, DIW Berlin, German Institute for Economic Research.
• Wang, Shu, 2024. "Daily oil price shocks and their uncertainties," University of Göttingen Working Papers in Economics 436, University of Goettingen, Department of Economics.
• Liudas Giraitis & George Kapetanios & Yufei Li & Tien Chuong Nguyen, 2024. "Partial Time-Varying Regression Modelling under General Heterogeneity," Working Papers 985, Queen Mary University of London, School of Economics and Finance.
• Gabriel Rodriguez-Rondon, 2024. "Underlying Core Inflation with Multiple Regimes," Papers 2411.12845, arXiv.org.
• Pierdomenico Duttilo, 2024. "Modelling financial returns with mixtures of generalized normal distributions," Papers 2411.11847, arXiv.org.
• Lorenzo Mori & Gert Peersman, 2024. "Estimating the Macroeconomic Effects of Oil Supply News," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 24/1099, Ghent University, Faculty of Economics and Business Administration.
• Jeffrey Mollins & Rachit Lumb, 2024. "Seasonal Adjustment of Weekly Data," Discussion Papers 2024-17, Bank of Canada.
• ShengQuan Zhou, 2024. "Markov-Functional Models with Local Drift," Papers 2411.15053, arXiv.org.