Report NEP-FOR-2025-04-21
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:
- Monique Reid & Pierre Siklos, 2025, "Whose inflation expectations forecast best Alternatives based on survey and financial data," Working Papers, South African Reserve Bank, number 11077, Mar.
- Lafond, François, 2025, "Forecasting technological progress," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2025-10, Mar, revised Dec 2025.
- Nicholas Fritsch, 2025, "Tail Sensitivity of US Bank Net Interest Margins: A Bayesian Penalized Quantile Regression Approach," Working Papers, Federal Reserve Bank of Cleveland, number 25-09, Mar, DOI: 10.26509/frbc-wp-202509.
- Basil Halperin & J. Zachary Mazlish, 2025, "Overreaction and Forecast Horizon: Longer-term Expectations Overreact More, Shorter-term Expectations Drive Fluctuations," Economics Series Working Papers, University of Oxford, Department of Economics, number 1076, Apr.
- Natsuki Arai & Shian Chang, 2025, "Dispersion of FOMC Policymakers: Evidence from Individual Economic Projections with Identities," Working Papers, The George Washington University, The Center for Economic Research, number 2025-003, Apr.
Printed from https://ideas.repec.org/n/nep-for/2025-04-21.html