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Report NEP-FOR-2020-09-21
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:
- Hernández Juan R., 2020, "Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band," Working Papers, Banco de México, number 2020-02, Mar.
- Yifei Lyu & Jun Nie & Shu-Kuei X. Yang, 2020, "Forecasting U.S. Economic Growth in Downturns Using Cross-Country Data," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 20-09, Aug, DOI: 10.18651/RWP2020-09.
- Marius Lux & Wolfgang Karl Hardle & Stefan Lessmann, 2020, "Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid," Papers, arXiv.org, number 2009.06910, Sep.
- Behrens, Christoph, 2019, "Evaluating the Joint Efficiency of German Trade Forecasts. A nonparametric multivariate approach," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 9, DOI: 10.18452/19832.
- Calvin Price, 2020, "Economic forecasting with multiequation simulation models," 2020 Stata Conference, Stata Users Group, number 5, Aug.
- Lelo de Larrea Alejandra, 2020, "Forecast Comparison of the Term Structure of Interest Rates of Mexico for Different Specifications of the Affine Model," Working Papers, Banco de México, number 2020-01, Mar.
- Ayush Jain & Smit Marvaniya & Shantanu Godbole & Vitobha Munigala, 2020, "A Framework for Crop Price Forecasting in Emerging Economies by Analyzing the Quality of Time-series Data," Papers, arXiv.org, number 2009.04171, Sep.
- Alkema, Leontine, 2020, "The Global Burden of Disease fertility forecasts: Summary of the approach used and associated statistical concerns," OSF Preprints, Center for Open Science, number 3m6va, Aug, DOI: 10.31219/osf.io/3m6va.
- Qiao Zhou & Ningning Liu, 2020, "A Stock Prediction Model Based on DCNN," Papers, arXiv.org, number 2009.03239, Sep.
- Yuhyeon Bak & Cheolbeom Park, 2020, "Exchange Rate Predictability, Risk Premiums, and Predictive System," Discussion Paper Series, Institute of Economic Research, Korea University, number 2006.
- A. Fronzetti Colladon & S. Grassi & F. Ravazzolo & F. Violante, 2020, "Forecasting financial markets with semantic network analysis in the COVID-19 crisis," Papers, arXiv.org, number 2009.04975, Sep, revised Jul 2023.
- Bony Josaphat & Khreshna Syuhada, 2020, "Dependent Conditional Value-at-Risk for Aggregate Risk Models," Papers, arXiv.org, number 2009.02904, Sep.
- Item repec:lei:ingber:20fi is not listed on IDEAS anymore
- Paul Allison, 2020, "Better predicted probabilities from linear probability models with applications to multiple imputation," 2020 Stata Conference, Stata Users Group, number 1, Aug.