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Report NEP-FOR-2021-09-27
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 & Tuva Marie Fastbø & Eleonora Granziera & Kenneth Sæterhagen Paulsen & Kjersti Næss Torstensen, 2020, "Nowcasting Norwegian household consumption with debit card transaction data," Working Paper, Norges Bank, number 2020/17, Nov.
- Afees A. Salisu & Riza Demirer & Rangan Gupta, 2021, "Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202162, Sep.
- Simon Fritzsch & Maike Timphus & Gregor Weiss, 2021, "Marginals Versus Copulas: Which Account For More Model Risk In Multivariate Risk Forecasting?," Papers, arXiv.org, number 2109.10946, Sep.
- Blagov, Boris & Müller, Henrik & Jentsch, Carsten & Schmidt, Torsten, 2021, "The investment narrative: Improving private investment forecasts with media data," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 921, DOI: 10.4419/96973067.
- Baumann, Ursel & Darracq Pariès, Matthieu & Westermann, Thomas & Riggi, Marianna & Bobeica, Elena & Meyler, Aidan & Böninghausen, Benjamin & Fritzer, Friedrich & Trezzi, Riccardo & Jonckheere, Jana & , 2021, "Inflation expectations and their role in Eurosystem forecasting," Occasional Paper Series, European Central Bank, number 264, Sep.
- Alexander Jaax & Frédéric Gonzales & Annabelle Mourougane, 2021, "Nowcasting aggregate services trade," OECD Trade Policy Papers, OECD Publishing, number 253, Sep, DOI: 10.1787/0ad7d27c-en.