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Report NEP-FOR-2020-11-16
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:
- Sidra Mehtab & Jaydip Sen, 2020, "Stock Price Prediction Using CNN and LSTM-Based Deep Learning Models," Papers, arXiv.org, number 2010.13891, Oct.
- Tae-Hwy Lee & Ekaterina Seregina, 2020, "Learning from Forecast Errors: A New Approach to Forecast Combination," Working Papers, University of California at Riverside, Department of Economics, number 202024, Sep.
- de Oliveira Souza, Thiago, 2020, "Two out-of-sample forecasting models of the equity premium," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 11/2020, Oct.
- Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud, 2020, "News Media vs. FRED-MD for Macroeconomic Forecasting," CESifo Working Paper Series, CESifo, number 8639.
- T. -N. Nguyen & M. -N. Tran & R. Kohn, 2020, "Recurrent Conditional Heteroskedasticity," Papers, arXiv.org, number 2010.13061, Oct, revised Jan 2022.
- Kiss, Tamás & Nguyen, Hoang & Österholm, Pär, 2020, "Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails," Working Papers, Örebro University, School of Business, number 2020:13, Oct.
- Kleyton da Costa & Felipe Leite Coelho da Silva & Josiane da Silva Cordeiro Coelho & Andr'e de Melo Modenesi, 2020, "A Systematic Comparison of Forecasting for Gross Domestic Product in an Emergent Economy," Papers, arXiv.org, number 2010.13259, Oct, revised Mar 2022.
- Perone, G., 2020, "Comparison of ARIMA, ETS, NNAR and hybrid models to forecast the second wave of COVID-19 hospitalizations in Italy," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 20/18, Nov.
- Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2020, "Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note," Working Papers, University of Pretoria, Department of Economics, number 202099, Oct.
- Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2020, "Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?," Working Papers, University of Pretoria, Department of Economics, number 2020100, Nov.