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Report NEP-FOR-2021-01-25
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:
- Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan & Sensoy, Ahmet, 2021, "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers, Copenhagen Business School, Department of Economics, number 2-2021, Jan.
- Frantisek Brazdik & Tibor Hledik & Zuzana Humplova & Iva Martonosi & Karel Musil & Jakub Rysanek & Tomas Sestorad & Jaromir Tonner & Stanislav Tvrz & Jan Zacek, 2020, "The g3+ Model: An Upgrade of the Czech National Bank's Core Forecasting Framework," Working Papers, Czech National Bank, Research and Statistics Department, number 2020/7, Dec.
- Tomasz Serafin & Grzegorz Marcjasz & Rafal Weron, 2020, "Trading on short-term path forecasts of intraday electricity prices," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/17, Dec.
- Kim Christensen & Mathias Siggaard & Bezirgen Veliyev, 2021, "A machine learning approach to volatility forecasting," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-03, Jan.
- Mariia Artemova & Francisco Blasques & Siem Jan Koopman & Zhaokun Zhang, 2021, "Forecasting in a changing world: from the great recession to the COVID-19 pandemic," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-006/III, Jan.
- Bruno P. C. Levy & Hedibert F. Lopes, 2021, "Dynamic Ordering Learning in Multivariate Forecasting," Papers, arXiv.org, number 2101.04164, Jan, revised Nov 2021.
- Tamara, Novian & Dwi Muchisha, Nadya & Andriansyah, Andriansyah & Soleh, Agus M, 2020, "Nowcasting Indonesia’s GDP Growth Using Machine Learning Algorithms," MPRA Paper, University Library of Munich, Germany, number 105235, Jun.
- Rava Azeredo da Silveira & Yeji Sung & Michael Woodford, 2020, "Optimally Imprecise Memory and Biased Forecasts," Working Papers, HAL, number hal-03033626, DOI: 10.3386/w28075.
- Cronin, David & McQuinn, Kieran, 2020, "Are official forecasts of output growth in the EU still biased? Evidence from stability and convergence programmes and the European Commission s Spring forecasts," Papers, Economic and Social Research Institute (ESRI), number WP681.
- Cronin, David & McQuinn, Kieran, 2020, "Fiscal policy and growth forecasts in the EU: Are official forecasters still misestimating fiscal multipliers?," Papers, Economic and Social Research Institute (ESRI), number WP682.
- Grey Gordon & John Bailey Jones, 2020, "Loan Delinquency Projections for COVID-19," Working Paper, Federal Reserve Bank of Richmond, number 20-02, Apr, DOI: 10.21144/wp20-02.