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Report NEP-FOR-2020-07-20
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:
- Heinrich, Markus, 2020, "Does the Current State of the Business Cycle matter for Real-Time Forecasting? A Mixed-Frequency Threshold VAR approach," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 219312.
- William D. Larson & Tara M. Sinclair, 2020, "Nowcasting Unemployment Insurance Claims in the Time of COVID-19," Working Papers, The George Washington University, The Center for Economic Research, number 2020-004, Jun, revised Aug 2020.
- Hardik A. Marfatia & Christophe Andre & Rangan Gupta, 2020, "Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties," Working Papers, University of Pretoria, Department of Economics, number 202061, Jun.
- Aknouche, Abdelhakim & Almohaimeed, Bader & Dimitrakopoulos, Stefanos, 2020, "Forecasting transaction counts with integer-valued GARCH models," MPRA Paper, University Library of Munich, Germany, number 101779, Jul, revised 11 Jul 2020.
- Aknouche, Abdelhakim & Almohaimeed, Bader & Dimitrakopoulos, Stefanos, 2020, "Periodic autoregressive conditional duration," MPRA Paper, University Library of Munich, Germany, number 101696, Jul, revised 08 Jul 2020.
- Adrian, Tobias & Adams, Patrick & Boyarchenko, Nina & Giannone, Domenico, 2020, "Forecasting Macroeconomic Risks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14436, Feb.
- Matteo Iacopini & Francesco Ravazzolo & Luca Rossini, 2020, "Proper scoring rules for evaluating asymmetry in density forecasting," Papers, arXiv.org, number 2006.11265, Jun, revised Sep 2020.
- Viral V. Acharya & Soumya Bhadury & Jay Surti, 2020, "Financial Vulnerability and Risks to Growth in Emerging Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 27411, Jun.
- Sajjad Taghiyeh & David C Lengacher & Robert B Handfield, 2020, "Loss Rate Forecasting Framework Based on Macroeconomic Changes: Application to US Credit Card Industry," Papers, arXiv.org, number 2006.07911, Jun.
- Rossi, Barbara & Sekhposyan, Tatevik & Hoesch, Lukas, 2020, "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14456, Feb.
- Tae-Hwy Lee & Millie Yi Mao & Aman Ullah, 2020, "Estimation of High-Dimensional Dynamic Conditional Precision Matrices with an Application to Forecast Combination," Working Papers, University of California at Riverside, Department of Economics, number 202012, Jun.
- Payne, Jason Leslie & Morgan, Anthony, 2020, "Property Crime during the COVID-19 Pandemic: A comparison of recorded offence rates and dynamic forecasts (ARIMA) for March 2020 in Queensland, Australia," SocArXiv, Center for Open Science, number de9nc, May, DOI: 10.31219/osf.io/de9nc.
- Graziano Moramarco, 2020, "Measuring Global Macroeconomic Uncertainty," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1148, Jun.