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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.