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Report NEP-FOR-2022-01-24
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:
- Sergey Ivashchenko & Semih Emre Cekin & Rangan Gupta & Chien-Chiang Lee, 2022, "Real-Time Forecast of DSGE Models with Time-Varying Volatility in GARCH Form," Working Papers, University of Pretoria, Department of Economics, number 202204, Jan.
- Oscar Claveria & Enric Monte & Petar Soric & Salvador Torra, 2022, "“An application of deep learning for exchange rate forecasting”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 202201, Jan, revised Jan 2022.
- Yi Liang & James Unwin, 2021, "COVID-19 Forecasts via Stock Market Indicators," Papers, arXiv.org, number 2112.06393, Dec.