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Report NEP-FOR-2021-06-21
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:
- Knut Are Aastveit & Jamie Cross & Herman K. van Dijk, 2021, "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-053/III, Jun.
- Barbora Malinska, 2021, "Forecasting Sovereign Bond Realized Volatility Using Time-Varying Coefficients Model," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/19, Jun, revised Jun 2021.
- Afees A. Salisu & Rangan Gupta, 2021, "Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals," Working Papers, University of Pretoria, Department of Economics, number 202144, Jun.
- Item repec:rnp:wpaper:s21105 is not listed on IDEAS anymore
- Acharya, Viral & Bhadury, Soumya & Surti, Jay, 2020, "Financial Vulnerability and Risks to Growth in Emerging Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14962, Jun.
- Chao Wang & Richard Gerlach, 2021, "A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting," Papers, arXiv.org, number 2106.00288, Jun, revised Oct 2022.
- Glas, Alexander & Heinisch, Katja, 2021, "Conditional macroeconomic forecasts: Disagreement, revisions and forecast errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 7/2021.