Printed from https://ideas.repec.org/n/nep-for/2019-07-22.html
Report NEP-FOR-2019-07-22
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:
- Massimo Guidolin & Manuela Pedio, 2019, "Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19106.
- Trong-Nghia Nguyen & Minh-Ngoc Tran & David Gunawan & R. Kohn, 2019, "A Statistical Recurrent Stochastic Volatility Model for Stock Markets," Papers, arXiv.org, number 1906.02884, Jun, revised Jan 2022.
- Soybilgen, Baris, 2018, "Identifying US business cycle regimes using dynamic factors and neural network models," MPRA Paper, University Library of Munich, Germany, number 94715, Jul.