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 202116, University of Pretoria, Department of Economics.
- 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 544, Central Bank of Brazil, Research Department.
- Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2021. "Smooth Robust Multi-Horizon Forecasts," Economics Papers 2021-W01, Economics Group, Nuffield College, University of Oxford.
- Robert W. Rich & Joseph Tracy, 2021. "All Forecasters Are Not the Same: Time-Varying Predictive Ability across Forecast Environments," Working Papers 21-06, Federal Reserve Bank of Cleveland.
- Boussios, David & Skoriansky, Sharon Raszap & MacLachlan, Matthew, 2021. "Evaluating U.S. Department of Agriculture’s Long-Term Forecasts for U.S. Harvested Area," USDA Miscellaneous 309619, United States Department of Agriculture.
- Boussios, David & Skorbiansky, Sharon Raszap & Maclachlan, Matthew, 2021. "Evaluating U.S. Department of Agriculture’s Long-Term Forecasts for U.S. Harvested Area," USDA Miscellaneous 309616, United States Department of Agriculture.
- 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 202114, University of Pretoria, Department of Economics.
- 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 202117, University of Pretoria, Department of Economics.
- Manuela Pedio, 2021. "Option-Implied Network Measures of Tail Contagion and Stock Return Predictability," BAFFI CAREFIN Working Papers 21154, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Svatopluk Kapounek & Evžen Kocenda & Zuzana Kucerová, 2021. "Selective Attention in Exchange Rate Forecasting," CESifo Working Paper Series 8901, CESifo.
- Olsson, Henrik, 2021. "Election polling is not dead: A Bayesian bootstrap method yields accurate forecasts," OSF Preprints nqcgs, Center for Open Science.
- Andrea Fronzetti Colladon & Stefano Grassi & Francesco Ravazzolo & Francesco Violante, 2021. "Forecasting financial markets with semantic network analysis in the COVID—19 crisis," Working Papers 2021-06, Center for Research in Economics and Statistics.
- Ricardo Crisóstomo, 2021. "Estimating real word probabilities: a forward-looking behavioral framework," CNMV Working Papers CNMV Working Papers no. 7, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
- Manfred M. Fischer & Niko Hauzenberger & Florian Huber & Michael Pfarrhofer, 2021. "General Bayesian time-varying parameter VARs for predicting government bond yields," Papers 2102.13393, arXiv.org.
- 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 2021-02-01-2, Board of Governors of the Federal Reserve System (U.S.).