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Report NEP-FOR-2020-06-08
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:
- Manuel M. F. Martins & Fabio Verona, 2020, "Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 2001, Apr.
- Marcelo Madeiros & Gabriel Vasconcelos & Álvaro Veiga & Eduardo Zilberman, 2019, "Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods," Working Papers Central Bank of Chile, Central Bank of Chile, number 834, May.
- Kristof Decock & Koenraad Debackere & Anne Mieke Vandamme & Bart Van Looy, 2020, "Scenario-driven forecasting: Modeling peaks and paths. Insights from the COVID-19 Pandemic in Belgium," Working Papers of Department of Management, Strategy and Innovation, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Management, Strategy and Innovation, Leuven, number 655122, May.
- Sadek, Bassel A & Martin, Elliot W & Shaheen, Susan A, 2020, "Forecasting Truck Parking Using Fourier Transformations," Institute of Transportation Studies, Research Reports, Working Papers, Proceedings, Institute of Transportation Studies, UC Berkeley, number qt0gm743bg, Aug.
- Sylvia Kaufmann, 2020, "Covid-19 outbreak and beyond: The information content of registered short-time workers for GDP now- and forecasting," Working Papers, Swiss National Bank, Study Center Gerzensee, number 20.03, May.
- Jens Kley-Holsteg & Florian Ziel, 2020, "Probabilistic Multi-Step-Ahead Short-Term Water Demand Forecasting with Lasso," Papers, arXiv.org, number 2005.04522, May.
- Fabrizio Cipollini & Giampiero Gallo & Alessandro Palandri, 2020, "A Dynamic Conditional Approach to Portfolio Weights Forecasting," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2020_06, May.
- Tong Fang & Tae-Hwy Lee & Zhi Su, 2020, "Predicting the Long-term Stock Market Volatility: A GARCH-MIDAS Model with Variable Selection," Working Papers, University of California at Riverside, Department of Economics, number 202009, May.
- Giuseppe Storti & Chao Wang, 2020, "Nonparametric Expected Shortfall Forecasting Incorporating Weighted Quantiles," Papers, arXiv.org, number 2005.04868, May, revised Mar 2021.
- Camila Figueroa & Michael Pedersen, 2019, "Extracting Information of the Economic Activity from Business and Consumer Surveys in an Emerging Economy (Chile)," Working Papers Central Bank of Chile, Central Bank of Chile, number 832, May.