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Report NEP-FOR-2021-11-01
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:
- William A. Barnett & Sohee Park, 2021, "Forecasting Inflation and Output Growth with Credit-Card-Augmented Divisia Monetary Aggregates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202120, Oct, revised Oct 2021.
- Jiqian Wang & Rangan Gupta & Oguzhan Cepni & Feng Ma, 2021, "Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202173, Oct.
- Douglas Castilho & Tharsis T. P. Souza & Soong Moon Kang & Jo~ao Gama & Andr'e C. P. L. F. de Carvalho, 2021, "Forecasting Financial Market Structure from Network Features using Machine Learning," Papers, arXiv.org, number 2110.11751, Oct.
- Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2021, "The ENSO Cycle and Forecastability of Global Inflation and Output Growth: Evidence from Standard and Mixed-Frequency Multivariate Singular Spectrum Analyses," Working Papers, University of Pretoria, Department of Economics, number 202169, Oct.
- Nuttanan Wichitaksorn, 2020, "Analyzing and Forecasting Thai Macroeconomic Data using Mixed-Frequency Approach," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 146, Dec.
- Bhattacharya, Rudrani & Bhandari, Bornali & Mundle, Sudipto, 2021, "Nowcasting India's Quarterly GDP Growth: A Factor Augmented Time-Varying Coefficient Regression Model (FA-TVCRM)," Working Papers, National Institute of Public Finance and Policy, number 21/357, Oct.