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Report NEP-FOR-2020-05-25
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:
- Oleh Bilyk & Paweł Sakowski & Robert Ślepaczuk, 2020, "Investing in VIX futures based on rolling GARCH models forecasts," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-10.
- Ron Gecan, 2020, "CBO's Oil Price Forecasting Record: Working Paper 2020-03," Working Papers, Congressional Budget Office, number 56356, May.
- Gary Koop & Dimitris Korobilis, 2020, "Bayesian dynamic variable selection in high dimensions," Working Papers, Business School - Economics, University of Glasgow, number 2020_11, May.
- Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020, "Energy Markets and Global Economic Conditions," Working Papers, Business School - Economics, University of Glasgow, number 2020_08, Feb.
- Florian Huber & Michael Pfarrhofer, 2020, "Dynamic shrinkage in time-varying parameter stochastic volatility in mean models," Papers, arXiv.org, number 2005.06851, May.
- Emir Zunic & Kemal Korjenic & Kerim Hodzic & Dzenana Donko, 2020, "Application of Facebook's Prophet Algorithm for Successful Sales Forecasting Based on Real-world Data," Papers, arXiv.org, number 2005.07575, May.