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Report NEP-FOR-2020-04-06
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:
- Eraslan, Sercan & Nöller, Marvin, 2020, "Recession probabilities falling from the STARs," Discussion Papers, Deutsche Bundesbank, number 08/2020.
- Robert Lehmann & Magnus Reif, 2020, "Tracking and Predicting the German Economy: ifo vs. PMI," CESifo Working Paper Series, CESifo, number 8145.
- Barbara Rossi, 2020, "Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them," Working Papers, Barcelona School of Economics, number 1162, Mar.
- Kohei Maehashi & Mototsugu Shintani, 2020, "Macroeconomic Forecasting Using Factor Models and Machine Learning: An Application to Japan," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1146, Mar.
- Felix Haase & Matthias Neuenkirch, 2020, "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," Research Papers in Economics, University of Trier, Department of Economics, number 2020-01.
- Yuan, Huiling & Zhou, Yong & Zhang, Zhiyuan & Cui, Xiangyu, 2020, "Forecasting security's volatility using low-frequency historical data, high-frequency historical data and option-implied volatility," SocArXiv, Center for Open Science, number vdsqf, Mar, DOI: 10.31219/osf.io/vdsqf.
- Gao, Shen & Hou, Chenghan & Nguyen, Bao H., 2020, "Forecasting natural gas prices using highly flexible time-varying parameter models," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2020-01.
- Yuan, Huiling & Zhou, Yong & Xu, Lu & Sun, Yulei & Cui, Xiangyu, 2020, "A New Volatility Model: GQARCH-Ito Model," SocArXiv, Center for Open Science, number hkzdr, Mar, DOI: 10.31219/osf.io/hkzdr.
- Alexandros Botsis & Christoph Görtz & Plutarchos Sakellaris, 2020, "Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms' Forecasts," CESifo Working Paper Series, CESifo, number 8148.