Report NEP-FOR-2025-05-05

This is the archive for NEP-FOR, a report on new working papers in the area of Forecasting. Malte Knüppel issued this report. It is usually issued weekly.

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