Report NEP-ETS-2025-02-10

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:

• Nikolaishvili, Giorgi, 2025. "Measuring Dynamic Transmission Using Pass-Through Impulse Response Functions," Working Papers 121, Wake Forest University, Economics Department.
• Yoosoon Chang & Ye Lu & Joon Park, 2025. "Understanding Regressions with Observations Collected at High Frequency over Long Span," CAEPR Working Papers 2025-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• Philippe Goulet Coulombe & Karin Klieber, 2025. "An Adaptive Moving Average for Macroeconomic Monitoring," Papers 2501.13222, arXiv.org.
• Lutero, Giancarlo & Piovani, Alessandro, 2025. "Several seasonal adjustment strategies in problematic contexts," MPRA Paper 123354, University Library of Munich, Germany.
• Patrick Osatohanmwen, 2025. "A new two-component hybrid model for highly right-skewed data: estimation algorithm and application to finance and rainfall data," BEMPS - Bozen Economics & Management Paper Series BEMPS108, Faculty of Economics and Management at the Free University of Bozen.
• Clément de Chaisemartin & Xavier D’Haultfoeuille, 2025. "Under the null of valid specification, pre-tests cannot make post-test inference liberal," Working Papers 2025-03, Center for Research in Economics and Statistics.