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Report NEP-FOR-2021-12-06
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:
- Yue-Jun Zhang & Han Zhang & Rangan Gupta, 2021, "Forecasting the Artificial Intelligence Index Returns: A Hybrid Approach," Working Papers, University of Pretoria, Department of Economics, number 202182, Nov.
- Sattarhoff, Cristina & Lux, Thomas, 2021, "Forecasting the Variability of Stock Index Returns with the Multifractal Random Walk Model for Realized Volatilities," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2021-02.
- Jeronymo Marcondes Pinto & Jennifer L. Castle, 2021, "A machine learning dynamic switching approach to forecasting when there are structural breaks," Economics Series Working Papers, University of Oxford, Department of Economics, number 950 JEL classification: C, Oct.
- Jaydip Sen & Saikat Mondal & Sidra Mehtab, 2021, "Analysis of Sectoral Profitability of the Indian Stock Market Using an LSTM Regression Model," Papers, arXiv.org, number 2111.04976, Nov.
- Metodij Hadzi-Vaskov & Mr. Luca A Ricci & Alejandro M. Werner & Rene Zamarripa, 2021, "Authorities’ Fiscal Forecasts in Latin America: Are They Optimistic?," IMF Working Papers, International Monetary Fund, number 2021/154, Jun.
- Saiz, Lorena & Ashwin, Julian & Kalamara, Eleni, 2021, "Nowcasting euro area GDP with news sentiment: a tale of two crises," Working Paper Series, European Central Bank, number 2616, Nov.
- Brandon Buell & Reda Cherif & Carissa Chen & Karl Walentin & Jiawen Tang & Nils Wendt, 2021, "Impact of COVID-19: Nowcasting and Big Data to Track Economic Activity in Sub-Saharan Africa," IMF Working Papers, International Monetary Fund, number 2021/124, May.