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Report NEP-FOR-2019-10-21
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:
- Florian Eckert & Rob J Hyndman & Anastasios Panagiotelis, 2019, "Forecasting Swiss Exports Using Bayesian Forecast Reconciliation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/19.
- Chatziantoniou, Ioannis & Degiannakis, Stavros & Filis, George, 2019, "Futures-based forecasts: How useful are they for oil price volatility forecasting?," MPRA Paper, University Library of Munich, Germany, number 96446.
- Meri Papavangjeli, 2019, "Forecasting the Albanian short-term inflation through a Bayesian VAR model," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 16-2019, Oct, revised 09 Oct 2019.
- Shanika L Wickramasuriya & Berwin A Turlach & Rob J Hyndman, 2019, "Optimal Non-negative Forecast Reconciliation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/19.
- Ulfa, Ulia & Sumijan, Sumijan & Nurcahyo, Gunadi Widi, 2019, "Peramalan Penjualan Pupuk Menggunakan Metode Trend Moment
[Forecast of Fertilizer Sales Using the Trend Moment Method]," MPRA Paper, University Library of Munich, Germany, number 96523, Oct. - Joshua C.C. Chan, 2019, "Large Hybrid Time-Varying Parameter VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-77, Oct.
- Gaglianone, Wagner Piazza & Giacomini, Raffaella & Issler, João Victor & Skreta, Vasiliki, 2019, "Incentive-driven Inattention," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 811, Feb.
- Maas, Benedikt, 2019, "Nowcasting and forecasting US recessions: Evidence from the Super Learner," MPRA Paper, University Library of Munich, Germany, number 96408, Sep.
- Manuel Moreno & Alfonso Novales & Federico Platania, 2019, "A term structure model under cyclical fluctuations in interest rates," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-31, Sep.
- Oliver Merz & Raphael Flepp & Egon Franck, 2020, "Sonic Thunder vs. Brian the Snail : Are people affected by uninformative racehorse names?," Working Papers, University of Zurich, Department of Business Administration (IBW), number 384, Nov.
- Atefeh Zamani & Hossein Haghbin & Maryam Hashemi & Rob J Hyndman, 2019, "Seasonal Functional Autoregressive Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/19.
- Deborah Gefang & Gary Koop & Aubrey Poon, 2019, "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 19/05, May.
- Jifei Wang & Lingjing Wang, 2019, "Residual Switching Network for Portfolio Optimization," Papers, arXiv.org, number 1910.07564, Oct.
- Vinci Chow, 2019, "Predicting Auction Price of Vehicle License Plate with Deep Residual Learning," Papers, arXiv.org, number 1910.04879, Oct.