Report NEP-FOR-2025-05-05
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:
- Markus Bibinger & Jun Yu & Chen Zhang, 2025, "Modeling and Forecasting Realized Volatility with Multivariate Fractional Brownian Motion," Working Papers, University of Macau, Faculty of Business Administration, number 202528, Apr.
- Simon Hirsch, 2025, "Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting," Papers, arXiv.org, number 2504.02518, Apr, revised Oct 2025.
- Anindya Sarkar & G. Vadivu, 2025, "An Advanced Ensemble Deep Learning Framework for Stock Price Prediction Using VAE, Transformer, and LSTM Model," Papers, arXiv.org, number 2503.22192, Mar.
- Shovon Sengupta & Bhanu Pratap & Amit Pawar, 2025, "Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning," Papers, arXiv.org, number 2504.05350, Apr.
- Wiese, Samuel & Kaszowska-Mojsa, Jagoda & Dyer, Joel & Moran, José & Pangallo, Marco & Lafond, François & Muellbauer, John & Calinescu, Anisoara & Farmer, J. Doyne, 2024, "Forecasting Macroeconomic Dynamics using a Calibrated Data-Driven Agent-based Model," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2024-06, Sep.
- Tom L. Dudda & Lars Hornuf, 2025, "The Perks and Perils of Machine Learning in Business and Economic Research," CESifo Working Paper Series, CESifo, number 11721.
- Andrew Crawley & Adam Daigneault & Jonathan Gendron, 2025, "Where the Trees Fall: Macroeconomic Forecasts for Forest-Reliant States," Papers, arXiv.org, number 2503.23569, Mar, revised Aug 2025.
- Nicola Borri & Denis Chetverikov & Yukun Liu & Aleh Tsyvinski, 2025, "Higher-Order Asset Pricing Factors via Forward Selection Fama-MacBeth Regression," Papers, arXiv.org, number 2503.23501, Mar, revised Mar 2026.
- Marie-Pierre Dargnies & Rustamdjan Hakimov & Dorothea Kübler, 2025, "Behavioral Measures Improve AI Hiring: A Field Experiment," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 532, Apr.
- Juan Tenorio & Heidi Alpiste & Jakelin Rem'on & Arian Segil, 2025, "An Artificial Trend Index for Private Consumption Using Google Trends," Papers, arXiv.org, number 2503.21981, Mar.
- Abajian, Alexander C & Carleton, Tamma & Meng, Kyle C & Deschênes, Olivier, 2025, "Quantifying the global climate feedback from energy-based adaptation," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley, number qt9642j569, Jan.
- DiGiuseppe, Matthew & Garriga, Ana Carolina & Kern, Andreas, 2025, "Partisan Bias in Inflation Expectations," MPRA Paper, University Library of Munich, Germany, number 124391, Apr.
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