Report NEP-ETS-2018-10-29

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 J. Lewis, 2018. "Identifying shocks via time-varying volatility," Staff Reports 871, Federal Reserve Bank of New York.
• Tian, Jing & Goodwin, Thomas, 2018. "An unobserved component modeling approach to evaluate multi-horizon forecasts," Working Papers 2018-04, University of Tasmania, Tasmanian School of Business and Economics.
• Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2018. "Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017," Working Papers 201863, University of Pretoria, Department of Economics.
• Kapetanios, George & Millard, Stephen & Price, Simon & Petrova, Katerina, 2018. "Time varying cointegration and the UK Great Ratios," Essex Finance Centre Working Papers 23320, University of Essex, Essex Business School.
• Marcello Pericoli & Marco Taboga, 2018. "Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models," Temi di discussione (Economic working papers) 1189, Bank of Italy, Economic Research and International Relations Area.
• Belke, Ansgar & Beckmann, Joscha & Dubova, Irina, 2018. "What drives updates of inflation expectations? A Bayesian VAR analysis for the G-7 countries," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181518, Verein für Socialpolitik / German Economic Association.