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Report NEP-FOR-2021-02-01
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:
- Nida Çakır Melek & Charles W. Calomiris & Harry Mamaysky, 2020, "Big Data Meets the Turbulent Oil Market," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 20-20, Dec, revised Nov 2022, DOI: 10.18651/RWP2020-20.
- Sayar Karmakar & Marek Chudy & Wei Biao Wu, 2020, "Long-term prediction intervals with many covariates," Papers, arXiv.org, number 2012.08223, Dec, revised Sep 2021.
- Antonio Martin Arroyo & Aranzazu de Juan Fernandez, 2020, "Split-then-Combine simplex combination and selection of forecasters," Papers, arXiv.org, number 2012.11935, Dec.
- Kajal Lahiri & Huaming Peng & Xuguang Sheng, 2020, "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," CESifo Working Paper Series, CESifo, number 8810.
- Mikael Juselius & Nikola Tarashev, 2020, "Forecasting expected and unexpected losses," BIS Working Papers, Bank for International Settlements, number 913, Dec.
- Niko Hauzenberger & Florian Huber & Karin Klieber, 2020, "Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques," Papers, arXiv.org, number 2012.08155, Dec, revised Dec 2021.
- Ricardo Cris'ostomo, 2020, "Estimating real-world probabilities: A forward-looking behavioral framework," Papers, arXiv.org, number 2012.09041, Dec, revised Jan 2021.
- Francis X. Diebold & Minchul Shin & Boyuan Zhang, 2020, "On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates," Papers, arXiv.org, number 2012.11649, Dec, revised Jun 2022.
- Le Mezo, Helena & Ferrari Minesso, Massimo, 2021, "Text-based recession probabilities," Working Paper Series, European Central Bank, number 2516, Jan.
- Mr. Joannes Mongardini & Aneta Radzikowski, 2020, "Global Smartphones Sales May Have Peaked," IMF Working Papers, International Monetary Fund, number 2020/070, May.