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Report NEP-FOR-2020-12-21
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:
- Laura Liu, 2020, "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2020-003, Mar.
- Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2020, "Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value?," Working Papers, University of Pretoria, Department of Economics, number 2020107, Dec.
- Felix Haase & Matthias Neuenkirch, 2020, "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2020-03.
- Gaurang Rami, 2020, "Determinants and Forecasting of Female Labour Force Participation Rate in India: Testing of Feminization U hypothesis," ICDD Working Papers, University of Kassel, Fachbereich Gesellschaftswissenschaften (Social Sciences), Internatioanl Center for Development and Decent Work (ICDD), number 29, Jun.
- Joseph P Janzen & Nicolas Legrand, 2019, "Wheat Futures Trading Volume Forecasting and the Value of Extended Trading Hours," Working Papers, HAL, number hal-02945376, May.
- Paul Labonne, 2020, "Asymmetric uncertainty : Nowcasting using skewness in real-time data," Papers, arXiv.org, number 2012.02601, Dec, revised May 2024.
- J-C Gerlach & Dongshuai Zhao, CFA & Didier Sornette, 2020, "Forecasting Financial Crashes: A Dynamic Risk Management Approach," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-103, Dec.
- Cornelia Ilin & Sébastien E. Annan-Phan & Xiao Hui Tai & Shikhar Mehra & Solomon M. Hsiang & Joshua E. Blumenstock, 2020, "Public Mobility Data Enables COVID-19 Forecasting and Management at Local and Global Scales," NBER Working Papers, National Bureau of Economic Research, Inc, number 28120, Nov.