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Report NEP-FOR-2021-01-18
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:
- Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro, 2021, "Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-104, Jan.
- Crespo-Cuaresma, Jesus & Fortin, Ines & Hlouskova, Jaroslava & Obersteiner, Michael, 2021, "Regime-dependent commodity price dynamics: A predictive analysis," IHS Working Paper Series, Institute for Advanced Studies, number 28, Jan.
- Wei Li & Denis Mike Becker, 2021, "Day-ahead electricity price prediction applying hybrid models of LSTM-based deep learning methods and feature selection algorithms under consideration of market coupling," Papers, arXiv.org, number 2101.05249, Jan, revised Jul 2021.
- Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2020, "Smooth Robust Multi-Horizon Forecasts," Working Papers, The George Washington University, The Center for Economic Research, number 2020-009, Dec.
- Christoph Schlembach & Sascha L. Schmidt & Dominik Schreyer & Linus Wunderlich, 2020, "Forecasting the Olympic medal distribution during a pandemic: a socio-economic machine learning model," Papers, arXiv.org, number 2012.04378, Dec, revised Jun 2021.
- Mueller, H. & Rauh, C., 2021, "The Hard Problem of Prediction for Conflict Prevention," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2103, Jan.
- Benjamin Carton & Nan Hu & Mr. Joannes Mongardini & Kei Moriya & Aneta Radzikowski, 2020, "Improving the Short-term Forecast of World Trade During the Covid-19 Pandemic Using Swift Data on Letters of Credit," IMF Working Papers, International Monetary Fund, number 2020/247, Nov.
- Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2021, "Nowcasting in a pandemic using non-parametric mixed frequency VARs," Working Paper Series, European Central Bank, number 2510, Jan.
- Gabor Katay & Lisa Kerdelhu & Matthieu Lequien, 2020, "Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap," Working papers, Banque de France, number 791.
- Cheng, Kent Jason Go, 2021, "Using Predictive Analytics for Public Policy: The Case for Lost Work due to the COVID-19," SocArXiv, Center for Open Science, number e5z73, Jan, DOI: 10.31219/osf.io/e5z73.