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Report NEP-FOR-2019-09-23
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:
- Fethi Ogunc, 2019, "A Bayesian VAR Approach to Short-Term Inflation Forecasting," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1925.
- Jennifer Castle & Jurgen Doornik & David Hendry, 2018, "Selecting a Model for Forecasting," Economics Series Working Papers, University of Oxford, Department of Economics, number 861, Nov.
- Yi Wu & Sotiris Tsolacos, 2019, "Assessing forecast gains from ‘deep learning’ over time-series methodologies," ERES, European Real Estate Society (ERES), number eres2019_212, Jan.
- Jackson, Emerson Abraham & Tamuke, Edmund, 2019, "Predicting disaggregated tourist arrivals in Sierra Leone using ARIMA model," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 202547.
- Konstantinos Nikolopoulos & Waleed S. Alghassab & Konstantia Litsiou & Stelios Sapountzis, 2019, "Long-Term Economic Forecasting with Structured Analogies and Interaction Groups," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 19018, Aug.
- Rick Bohte & Luca Rossini, 2019, "Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models," Papers, arXiv.org, number 1909.06599, Sep.
- Korobilis, Dimitris, 2019, "High-dimensional macroeconomic forecasting using message passing algorithms," MPRA Paper, University Library of Munich, Germany, number 96079, Sep.
- Jennifer Castle & Takamitsu Kurita, 2019, "Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks," Economics Series Working Papers, University of Oxford, Department of Economics, number 866, Jan.
- Qiong Wu & Christopher G. Brinton & Zheng Zhang & Andrea Pizzoferrato & Zhenming Liu & Mihai Cucuringu, 2019, "Equity2Vec: End-to-end Deep Learning Framework for Cross-sectional Asset Pricing," Papers, arXiv.org, number 1909.04497, Sep, revised Oct 2021.
- Konstantinos Nikolopoulos & Fotios Petropoulos & Vasco Sanchez Rodrigues & Stephen Pettit & Anthony Beresford, 2019, "A risk-mitigation model driven from the level of forecastability of Black Swans: prepare and respond to major Earthquakes through a dynamic Temporal and Spatial Aggregation forecasting framework," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 19017, Aug.
- Fernando Borraz & Laura Zacheo, 2018, "Inattention, Disagreement and Internal (In)Consistency of Inflation Forecasts," Documentos de trabajo, Banco Central del Uruguay, number 2018007.