Report NEP-ETS-2025-03-31

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:

• NAKAJIMA, Jouchi, 2025. "Time-varying Local Projections with Stochastic Volatility," Discussion Paper Series 761, Institute of Economic Research, Hitotsubashi University.
• Yufei Li & Liudas Giraitis & Genaro Sucarrat, 2024. "Are Intraday Returns Autocorrelated?," Working Papers 987, Queen Mary University of London, School of Economics and Finance.
• Temurbek Boymirzaev, 2025. "Development of the Near-Term Forecast of Inflation for Uzbekistan: Application of FAVAR and BVAR models," IHEID Working Papers 06-2025, Economics Section, The Graduate Institute of International Studies.