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Report NEP-FOR-2020-10-05
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:
- Matteo Iacopini & Francesco Ravazzolo & Luca Rossini, 2020, "Proper scoring rules for evaluating asymmetry in density forecasting," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 06/2020, Sep.
- Fraunholz, Christoph & Kraft, Emil & Keles, Dogan & Fichtner, Wolf, 2020, "The merge of two worlds: Integrating artificial neural networks into agent-based electricity market simulation," Working Paper Series in Production and Energy, Karlsruhe Institute of Technology (KIT), Institute for Industrial Production (IIP), number 45, DOI: 10.5445/IR/1000122364.
- Foroni, Claudia & Marcellino, Massimiliano & Stevanović, Dalibor, 2020, "Forecasting the Covid-19 recession and recovery: lessons from the financial crisis," Working Paper Series, European Central Bank, number 2468, Sep.
- Scott, Ayesha & Schoen, Tilman & Fernandez-Perez, Adrian, , "The Predictive Power of NZX Dairy Futures," 2020 Conference (64th), February 12-14, 2020, Perth, Western Australia, Australian Agricultural and Resource Economics Society, number 305230, DOI: 10.22004/ag.econ.305230.
- Niels J. Gormsen & Ralph S.J. Koijen, 2020, "The Corona Virus, the Stock Market’s Response, and Growth Expectations," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-21.
- Bernadett Aradi & G'abor Petneh'azi & J'ozsef G'all, 2020, "Volatility Forecasting with 1-dimensional CNNs via transfer learning," Papers, arXiv.org, number 2009.05508, Sep.
- Kathryn Bokun & Laura E. Jackson & Kevin L. Kliesen & Michael T. Owyang, 2020, "FRED-SD: A Real-Time Database for State-Level Data with Forecasting Applications," Working Papers, Federal Reserve Bank of St. Louis, number 2020-031, Aug, revised 01 Aug 2021, DOI: 10.20955/wp.2020.031.
- Sudiksha Joshi, 2020, "Forecasting the Leading Indicator of a Recession: The 10-Year minus 3-Month Treasury Yield Spread," Papers, arXiv.org, number 2009.05507, Sep.
- Bańbura, Marta & Bobeica, Elena, 2020, "Does the Phillips curve help to forecast euro area inflation?," Working Paper Series, European Central Bank, number 2471, Sep.
- Falco J. Bargagli-Stoffi & Jan Niederreiter & Massimo Riccaboni, 2020, "Supervised learning for the prediction of firm dynamics," Papers, arXiv.org, number 2009.06413, Sep.
- Wenhao Wang & Jing Meng & Duan Chen & Wei Cong, 2020, "Scenario Forecast of Cross-border Electric Interconnection towards Renewables in South America," Papers, arXiv.org, number 2009.05194, Sep, revised Jan 2021.