Report NEP-ETS-2022-03-21

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:

• Mikkel Plagborg-Møller & Christian K. Wolf, 2020. "Local Projections and VARs Estimate the Same Impulse Responses," Working Papers 2020-16, Princeton University. Economics Department..
• Ulrich K. Müller & Mark W. Watson, 2020. "Low-Frequency Analysis of Economic Time Series," Working Papers 2020-13, Princeton University. Economics Department..
• Liu, Yanbo & Phillips, Peter C. B. & Yu, Jun, 2022. "A Panel Clustering Approach to Analyzing Bubble Behavior," Economics and Statistics Working Papers 1-2022, Singapore Management University, School of Economics.
• Astill, Sam & Harvey, David I & Leybourne, Stephen J & Taylor, AM Robert, 2022. "Bonferroni Type Tests for Return Predictability and the Initial Condition," Essex Finance Centre Working Papers 32447, University of Essex, Essex Business School.
• Gabriel Borrageiro, 2022. "Sequential asset ranking in nonstationary time series," Papers 2202.12186, arXiv.org, revised Oct 2022.