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Report NEP-FOR-2021-03-08
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:
- Afees A. Salisu & Rangan Gupta & Won Joong Kim, 2021, "Exchange Rate Predictability with Nine Alternative Models for BRICS Countries," Working Papers, University of Pretoria, Department of Economics, number 202116, Feb.
- Alexandre Bonnet R. Costa & Pedro Cavalcanti G. Ferreira & Wagner P. Gaglianone & Osmani Teixeira C. Guillén & João Victor Issler & Yihao Lin, 2021, "Machine Learning and Oil Price Point and Density Forecasting," Working Papers Series, Central Bank of Brazil, Research Department, number 544, Feb.
- Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2021, "Smooth Robust Multi-Horizon Forecasts," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2021-W01, Jan.
- Robert W. Rich & Joseph Tracy, 2021, "All Forecasters Are Not the Same: Time-Varying Predictive Ability across Forecast Environments," Working Papers, Federal Reserve Bank of Cleveland, number 21-06, Feb, DOI: 10.26509/frbc-wp-202106.
- Boussios, David & Skoriansky, Sharon Raszap & MacLachlan, Matthew, , "Evaluating U.S. Department of Agriculture’s Long-Term Forecasts for U.S. Harvested Area," USDA Miscellaneous, United States Department of Agriculture, number 309619, DOI: 10.22004/ag.econ.309619.
- Boussios, David & Skorbiansky, Sharon Raszap & Maclachlan, Matthew, , "Evaluating U.S. Department of Agriculture’s Long-Term Forecasts for U.S. Harvested Area," USDA Miscellaneous, United States Department of Agriculture, number 309616, DOI: 10.22004/ag.econ.309616.
- Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis," Working Papers, University of Pretoria, Department of Economics, number 202114, Feb.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2021, "Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 202117, Feb.
- Item repec:baf:cbafwp:cbafwp20154 is not listed on IDEAS anymore
- Svatopluk Kapounek & Evžen Kocenda & Zuzana Kucerová & Evžen Kočenda, 2021, "Selective Attention in Exchange Rate Forecasting," CESifo Working Paper Series, CESifo, number 8901.
- Olsson, Henrik, 2021, "Election polling is not dead: A Bayesian bootstrap method yields accurate forecasts," OSF Preprints, Center for Open Science, number nqcgs, Feb, DOI: 10.31219/osf.io/nqcgs.
- Andrea Fronzetti Colladon & Stefano Grassi & Francesco Ravazzolo & Francesco Violante, 2021, "Forecasting financial markets with semantic network analysis in the COVID—19 crisis," Working Papers, Center for Research in Economics and Statistics, number 2021-06, Mar.
- Ricardo Crisóstomo, 2021, "Estimating real word probabilities: a forward-looking behavioral framework," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 7.
- Manfred M. Fischer & Niko Hauzenberger & Florian Huber & Michael Pfarrhofer, 2021, "General Bayesian time-varying parameter VARs for predicting government bond yields," Papers, arXiv.org, number 2102.13393, Feb.
- Martin Bodenstein & Pablo A. Cuba-Borda & Jay Faris & Nils M. Gornemann, 2021, "Forecasting During the COVID-19 Pandemic: A Structural Analysis of Downside Risk," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2021-02-01-2, Feb, DOI: 10.17016/2380-7172.2806.