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Report NEP-FOR-2020-12-07
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:
- Hagenhoff, Tim & Lustenhouwer, Joep, 2020, "The role of stickiness, extrapolation and past consensus forecasts in macroeconomic expectations," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 163.
- Na Guo & Bo Zhang & Jamie Cross, 2020, "Time-Varying Trend Models for Forecasting Inflation in Australia," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-99, Nov.
- Afees A. Salisu & Juncal Cunado & Rangan Gupta, 2020, "Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS," Working Papers, University of Pretoria, Department of Economics, number 2020105, Nov.
- Nuno Goncalves & Domingos Seward, 2019, "Forecasting unemployment in Portugal: A labour market flows approach," CFP Working Papers, Portuguese Public Finance Council, number 01/2019, Nov.
- Lake, A., 2020, "Optimal Feasible Expectations in Economics and Finance," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 20105, Nov.
- Cameron Roach & Rob J Hyndman & Souhaib Ben Taieb, 2020, "Nonlinear Mixed Effects Models for Time Series Forecasting of Smart Meter Demand," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 41/20.
- Megaritis, Anastasios & Vlastakis, Nikolaos & Triantafyllou, Athanasios, 2020, "Stock market volatility and jumps in times of uncertainty," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 29200, Nov.
- David Kohns & Arnab Bhattacharjee, 2019, "Interpreting Big Data in the Macro Economy: A Bayesian Mixed Frequency Estimator," CEERP Working Paper Series, Centre for Energy Economics Research and Policy, Heriot-Watt University, number 010, Oct.
- Alexey Averkin & Sergey Yarushev, 2020, "Deep Neural Networks and Neuro-Fuzzy Networks for Intellectual Analysis of Economic Systems," Papers, arXiv.org, number 2011.05588, Nov.
- Hamidreza Arian & Hossein Poorvasei & Azin Sharifi & Shiva Zamani, 2020, "The Uncertain Shape of Grey Swans: Extreme Value Theory with Uncertain Threshold," Papers, arXiv.org, number 2011.06693, Nov.
- Yuanhua Feng & Jan Beran & Sebastian Letmathe & Sucharita Ghosh, 2020, "Fractionally integrated Log-GARCH with application to value at risk and expected shortfall," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 137, Nov.
- Jong, Meng-Chang, 2020, "Empirical Review on Tourism Demand and COVID-19," MPRA Paper, University Library of Munich, Germany, number 103919, Nov.