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Report NEP-FOR-2018-01-22
This is the archive for NEP-FOR, a report on new working papers in the area of Forecasting. Rob J Hyndman issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FOR
The following items were announced in this report:
- Thomas R. Cook & Aaron Smalter Hall, 2017, "Macroeconomic Indicator Forecasting with Deep Neural Networks," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 17-11, Sep, DOI: 10.18651/RWP2017-11.
- Charles Engel & Dohyeon Lee & Chang Liu & Chenxin Liu & Steve Pak Yeung Wu, 2017, "The Uncovered Interest Parity Puzzle, Exchange Rate Forecasting, and Taylor Rules," NBER Working Papers, National Bureau of Economic Research, Inc, number 24059, Nov.
- Angelica Gianfreda & Francesco Ravazzolo & Luca Rossini, 2018, "Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration," Papers, arXiv.org, number 1801.01093, Jan, revised Nov 2019.
- Item repec:imf:imfwpa:17/269 is not listed on IDEAS anymore
- Monica Jain & Christopher S. Sutherland, 2018, "How Do Central Bank Projections and Forward Guidance Influence Private-Sector Forecasts?," Staff Working Papers, Bank of Canada, number 18-2, DOI: 10.34989/swp-2018-2.
- Julien Prat & Walter Benjamin, 2017, "An Equilibrium Model of the Market for Bitcoin Mining," Working Papers, Center for Research in Economics and Statistics, number 2017-15, Nov.