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Report NEP-FOR-2020-11-09
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:
- Christiane Baumeister & Pierre Guerin, 2020, "A Comparison of Monthly Global Indicators for Forecasting Growth," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-93, Oct.
- Christian Glocker & Serguei Kaniovski, 2020, "Macroeconometric Forecasting Using a Cluster of Dynamic Factor Models," WIFO Working Papers, WIFO, number 614, Oct.
- Todd Henry & Peter C.B. Phillips, 2020, "Forecasting Economic Activity Using the Yield Curve: Quasi-Real-Time Applications for New Zealand, Australia and the US," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2259, Oct.
- Elie Bouri & Rangan Gupta & Anandamayee Majumdar & Sowmya Subramaniam, 2020, "Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates," Working Papers, University of Pretoria, Department of Economics, number 202098, Oct.
- Bin Chen & Kenwin Maung, 2020, "Time-varying Forecast Combination for High-Dimensional Data," Papers, arXiv.org, number 2010.10435, Oct.
- Bhattacharya, Rudrani & Kapoor, Mrigankshi, 2020, "Forecasting Consumer Price Index Inflation in India: Vector Error Correction Mechanism Vs. Dynamic Factor Model Approach for Non-Stationary Time Series," Working Papers, National Institute of Public Finance and Policy, number 20/323, Oct.
- Bo Zhang & Bao H. Nguyen, 2020, "Real-Time Forecasting of the Australian Macroeconomy Using Flexible Bayesian VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-91, Oct.
- Svatopluk Kapounek & Zuzana Kucerova & Evzen Kocenda, 2020, "Selective Attention in Exchange Rate Forecasting," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/42, Oct, revised Oct 2020.
- Arno Botha & Conrad Beyers & Pieter de Villiers, 2020, "The loss optimisation of loan recovery decision times using forecast cash flows," Papers, arXiv.org, number 2010.05601, Oct.
- Zhentao Shi & Liangjun Su & Tian Xie, 2020, "L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis," Papers, arXiv.org, number 2010.09477, Oct, revised Aug 2022.