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Report NEP-FOR-2021-05-10
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:
- Timmermann, Allan & Zhu, Yinchu, 2021, "Conditional Rotation Between Forecasting Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15917, Mar.
- Engel, Charles & Wu, Steve Pak Yeung, 2021, "Forecasting the U.S. Dollar in the 21st Century," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15915, Mar.
- Marcellino, Massimiliano & Clark, Todd & Carriero, Andrea & Mertens, Elmar, 2021, "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15964, Mar.
- Qiutong Guo & Shun Lei & Qing Ye & Zhiyang Fang, 2021, "MRC-LSTM: A Hybrid Approach of Multi-scale Residual CNN and LSTM to Predict Bitcoin Price," Papers, arXiv.org, number 2105.00707, May.
- Navid Mottaghi & Sara Farhangdoost, 2021, "Stock Price Forecasting in Presence of Covid-19 Pandemic and Evaluating Performances of Machine Learning Models for Time-Series Forecasting," Papers, arXiv.org, number 2105.02785, May.
- Foucault, Thierry & Frésard, Laurent, 2021, "Does Alternative Data Improve Financial Forecasting? The Horizon Effect," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15786, Feb.
- Wilson, Thomas & Grossman, Irina & Alexander, Monica & Rees, Philip & Temple, Jeromey, 2021, "Methods for small area population forecasts: state-of-the-art and research needs," SocArXiv, Center for Open Science, number sp6me, Apr, DOI: 10.31219/osf.io/sp6me.
- Pacifico, Antonio, 2021, "Semiparametric Forecasting Problem in High Dimensional Dynamic Panel with Correlated Random Effects: A Hierarchical Empirical Bayes Approach," MPRA Paper, University Library of Munich, Germany, number 107523.
- Lenza, Michele & Cimadomo, Jacopo & Giannone, Domenico & Monti, Francesca & Sokol, Andrej, 2021, "Nowcasting with Large Bayesian Vector Autoregressions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15854, Feb.
- Ayodele Idowu, Mr, 2021, "Econometric Modelling and Forecasting Foreign Direct Investment Inflows in Nigeria: ARIMA Model Approach," MPRA Paper, University Library of Munich, Germany, number 107466, Apr, revised 30 Apr 2021.
- Timmermann, Allan & Møller, Stig & Pedersen, Thomas & Schütte, Erik Christian Montes, 2021, "Search and Predictability of Prices in the Housing Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15875, Mar.
- Nicolas Scelles & Wladimir Andreff & Liliane Bonnal & Madeleine Andreff & Pascal Favard, 2020, "Forecasting National Medal Totals at the Summer Olympic Games Reconsidered," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03206951, Mar, DOI: 10.1111/ssqu.12782.
- Nicolas Scelles & Wladimir Andreff & Liliane Bonnal & Madeleine Andreff & Pascal Favard, 2020, "Forecasting National Medal Totals at the Summer Olympic Games Reconsidered," Post-Print, HAL, number hal-03206951, Mar, DOI: 10.1111/ssqu.12782.