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Report NEP-FOR-2021-06-28
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:
- Chad Fulton & Kirstin Hubrich, 2021, "Forecasting US Inflation in Real Time," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-014, Mar, DOI: 10.17016/FEDS.2021.014.
- Manuel M. F. Martins & Fabio Verona, 2021, "Inflation Dynamics and Forecast: Frequency Matters," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 2101, Jun.
- Schorfheide, Frank & Liu, Laura & Moon, Hyungsik Roger, 2020, "Panel Forecasts of Country-Level Covid-19 Infectionsliu," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14790, May.
- Liping Yang, 2021, "Next-Day Bitcoin Price Forecast Based on Artificial intelligence Methods," Papers, arXiv.org, number 2106.12961, Jun.
- Daniel Aaronson & Scott A. Brave & R. Andrew Butters & Daniel Sacks & Boyoung Seo, 2020, "Using the Eye of the Storm to Predict the Wave of Covid-19 UI Claims," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2020-10, Apr, revised 16 Apr 2020, DOI: 10.21033/wp-2020-10.
- Luca Merlo & Lea Petrella & Valentina Raponi, 2021, "Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation," Papers, arXiv.org, number 2106.06518, Jun.
- Jonathan Dumas & Ioannis Boukas & Miguel Manuel de Villena & S'ebastien Mathieu & Bertrand Corn'elusse, 2021, "Probabilistic Forecasting of Imbalance Prices in the Belgian Context," Papers, arXiv.org, number 2106.07361, Jun.