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Report NEP-FOR-2020-07-13
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:
- Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2020, "Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Working Papers, University of Pretoria, Department of Economics, number 202056, Jun.
- Rossi, Barbara, 2020, "Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14472, Mar.
- Hernández, Juan R., 2020, "Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band," MPRA Paper, University Library of Munich, Germany, number 100744.
- Constantin Bürgi & Dorine Boumans, 2020, "Categorical Forecasts and Non-Categorical Loss Functions," CESifo Working Paper Series, CESifo, number 8266.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020, "Panel Forecasts of Country-Level Covid-19 Infections," NBER Working Papers, National Bureau of Economic Research, Inc, number 27248, May.
- Marcellino, Massimiliano & Kapetanios, George & Dendramis, Yiannis, 2020, "A Similarity-based Approach for Macroeconomic Forecasting," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14469, Mar.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2020, "Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States," Working Papers, University of Pretoria, Department of Economics, number 202058, Jun.
- Mueller, H. & Rauh, C., 2020, "The Hard Problem of Prediction for Conflict Prevention," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2015, Mar.
- Andrew Atkeson & Karen Kopecky & Tao Zha, 2020, "Estimating and Forecasting Disease Scenarios for COVID-19 with an SIR Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 27335, Jun.
- William D. Larson & Tara M. Sinclair, 2020, "Nowcasting Unemployment Insurance Claims in the Time of COVID-19," FHFA Staff Working Papers, Federal Housing Finance Agency, number 20-02, Jun.
- Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020, "Energy Markets and Global Economic Conditions," CESifo Working Paper Series, CESifo, number 8282.
- S M Raju & Ali Mohammad Tarif, 2020, "Real-Time Prediction of BITCOIN Price using Machine Learning Techniques and Public Sentiment Analysis," Papers, arXiv.org, number 2006.14473, Jun.
- Christoph Berninger & Almond Stocker & David Rugamer, 2020, "A Bayesian Time-Varying Autoregressive Model for Improved Short- and Long-Term Prediction," Papers, arXiv.org, number 2006.05750, Jun, revised Feb 2021.
- Akash Doshi & Alexander Issa & Puneet Sachdeva & Sina Rafati & Somnath Rakshit, 2020, "Deep Stock Predictions," Papers, arXiv.org, number 2006.04992, Jun.