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Report NEP-FOR-2021-02-08
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:
- Felix Haase & Matthias Neuenkirch, 2021, "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," CESifo Working Paper Series, CESifo, number 8828.
- Racine Ly & Fousseini Traore & Khadim Dia, 2021, "Forecasting Commodity Prices Using Long Short-Term Memory Neural Networks," Papers, arXiv.org, number 2101.03087, Jan, revised Jan 2021.
- Pincheira, Pablo & Hardy, Nicolás & Muñoz, Felipe, 2021, ""Go wild for a while!": A new asymptotically Normal test for forecast evaluation in nested models," MPRA Paper, University Library of Munich, Germany, number 105368, Jan.
- Pincheira, Pablo & Hardy, Nicolas, 2020, "The Mean Squared Prediction Error Paradox: A summary," MPRA Paper, University Library of Munich, Germany, number 105020, Dec.
- Pincheira, Pablo & Jarsun, Nabil, 2020, "Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 105056, Dec.
- Mr. Troy D Matheson, 2019, "How to Improve Inflation Forecasting in Canada," IMF Working Papers, International Monetary Fund, number 2019/190, Sep.
- Fajar, Muhammad & Prasetyo, Octavia Rizky & Nonalisa, Septiarida & Wahyudi, Wahyudi, 2020, "Forecasting unemployment rate in the time of COVID-19 pandemic using Google trends data (case of Indonesia)," MPRA Paper, University Library of Munich, Germany, number 105042, Nov, revised 30 Nov 2020.
- George Athanasopoulos & Rob J Hyndman & Mitchell O'Hara-Wild, 2021, "The Road to Recovery from COVID-19 for Australian Tourism," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/21.
- Fajar, Muhammad, 2019, "An application of hybrid forecasting singular spectrum analysis – extreme learning machine method in foreign tourists forecasting," MPRA Paper, University Library of Munich, Germany, number 105044, Oct, revised 31 Oct 2019.
- Fajar, Muhammad & Hartini, Sri, 2020, "Comparison of ARIMA, SSA, and ARIMA – SSA hybrid model performance in Indonesian economic growth forecasting," MPRA Paper, University Library of Munich, Germany, number 105045, Jun, revised 16 Jun 2020.
- Pablo Montero-Manso & Rob J Hyndman, 2020, "Principles and Algorithms for Forecasting Groups of Time Series: Locality and Globality," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 45/20.
- Arunav Das, 2021, "GDP Forecasting using Payments Transaction Data," Papers, arXiv.org, number 2101.06478, Jan.