Report NEP-ETS-2019-11-04

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:

• Sergei Seleznev, 2019. "Truncated priors for tempered hierarchical Dirichlet process vector autoregression," Bank of Russia Working Paper Series wps47, Bank of Russia.
• Marc Hallin & Davide La Vecchia & H Liu, 2019. "Center-Outward R-Estimation for Semiparametric VARMA Models," Working Papers ECARES 2019-25, ULB -- Universite Libre de Bruxelles.
• Jaeheon Jung, 2019. "Estimating a Large Covariance Matrix in Time-varying Factor Models," Papers 1910.11965, arXiv.org.
• Gergely Ganics & Florens Odendahl, 2019. "Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area," Working papers 733, Banque de France.
• Tae-Hwy Lee & Aman Ullah & Ran Wang, 2019. "Bootstrap Aggregating and Random Forest," Working Papers 201918, University of California at Riverside, Department of Economics.
• Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2019. "High-Frequency Volatility Forecasting of US Housing Markets," Working Papers 201977, University of Pretoria, Department of Economics.
• Afees A. Salisu & Rangan Gupta, 2019. "Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach," Working Papers 201976, University of Pretoria, Department of Economics.
• Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2019. "CO2 Emissions and GDP: Evidence from China," CESifo Working Paper Series 7881, CESifo.
• Zhenzhong Wang & Yundong Tu & Song Xi Chen, 2019. "Analyzing China's Consumer Price Index Comparatively with that of United States," Papers 1910.13301, arXiv.org.