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Report NEP-FOR-2021-03-01
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:
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2021, "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," Working Papers, Federal Reserve Bank of Cleveland, number 21-02R, Feb, revised 09 Aug 2021, DOI: 10.26509/frbc-wp-202102r.
- Ding, Y., 2021, "Augmented Real-Time GARCH: A Joint Model for Returns, Volatility and Volatility of Volatility," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2112, Feb.
- Jonathan Benchimol & Makram El-Shagi & Yossi Saadon, 2020, "Do Expert Experience and Characteristics Affect Inflation Forecasts?," Bank of Israel Working Papers, Bank of Israel, number 2020.11, Oct.
- Yoonseok Lee & Donggyu Sul, 2021, "Depth-Weighted Forecast Combination: Application to COVID-19 Cases," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 238, Feb.
- Fischer, Manfred M. & Hauzenberger, Niko & Huber, Florian & Pfarrhofer, Michael, 2022, "General Bayesian time-varying parameter VARs for modeling government bond yields," Working Papers in Regional Science, WU Vienna University of Economics and Business, number 2021/01, May.
- Zhen Zeng & Tucker Balch & Manuela Veloso, 2021, "Deep Video Prediction for Time Series Forecasting," Papers, arXiv.org, number 2102.12061, Feb, revised Nov 2021.
- Carlos Medel, 2021, "Forecasting Brazilian Inflation with the Hybrid New Keynesian Phillips Curve: Assessing the Predictive Role of Trading Partners," Working Papers Central Bank of Chile, Central Bank of Chile, number 900, Feb.