Report NEP-FOR-2025-06-16

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:

• Dominik Stempie'n & Robert 'Slepaczuk, 2025. "Hybrid Models for Financial Forecasting: Combining Econometric, Machine Learning, and Deep Learning Models," Papers 2505.19617, arXiv.org.
• Dominik Stempie'n & Janusz Gajda, 2025. "Comparative analysis of financial data differentiation techniques using LSTM neural network," Papers 2505.19243, arXiv.org.
• Lukas Bauer, 2025. "Evaluating financial tail risk forecasts: Testing Equal Predictive Ability," Papers 2505.23333, arXiv.org.
• Mr. Geoffrey M Heenan & Karras Lui & Ian J Nield & Eucharist Muaulu & Viiaonaoperesi Reupena & Ivy Sabuga & Aiulu Tolovaa, 2025. "Nowcasting Real GDP in Samoa," IMF Working Papers 2025/092, International Monetary Fund.
• Mr. Tobias Adrian & Domenico Giannone & Matteo Luciani & Mike West, 2025. "Scenario Synthesis and Macroeconomic Risk," IMF Working Papers 2025/105, International Monetary Fund.
• Tobias Adrian & Domenico Giannone & Matteo Luciani & Mike West, 2025. "Scenario Synthesis and Macroeconomic Risk," Papers 2505.05193, arXiv.org.
• Bahaa Aly, Tarek, 2025. "Deep Impulse Response Functions for Macroeconomic Dynamics: A Hybrid LSTM-Wavelet Approach Compared to an ANN-Wavelet and VECM Models," MPRA Paper 124905, University Library of Munich, Germany.
• Christos Axioglou & Marco Ratto & Josselin Roman, 2025. "Navigating Uncertainty: Evaluating the European Economic Forecasts Amidst Pandemic and Energy Crises," European Economy - Discussion Papers 222, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Stephen J. Cole, 2025. "How Does the FOMC Form Forecasts? An Adaptive Learning Approach Utilizing SEP Data," Working Papers and Research 2025-02, Marquette University, Center for Global and Economic Studies and Department of Economics.
• Md. Yeasin Rahat & Rajan Das Gupta & Nur Raisa Rahman & Sudipto Roy Pritom & Samiur Rahman Shakir & Md Imrul Hasan Showmick & Md. Jakir Hossen, 2025. "Advancing Exchange Rate Forecasting: Leveraging Machine Learning and AI for Enhanced Accuracy in Global Financial Markets," Papers 2506.09851, arXiv.org.
• Joshua C. C. Chan & Michael Pfarrhofer, 2025. "Large Bayesian VARs for Binary and Censored Variables," Papers 2506.01422, arXiv.org.
• Martin, Ian W. R., 2025. "Information in derivatives markets: forecasting prices with prices," LSE Research Online Documents on Economics 128212, London School of Economics and Political Science, LSE Library.
• Jiahao Yang & Ran Fang & Ming Zhang & Jun Zhou, 2025. "An Efficient deep learning model to Predict Stock Price Movement Based on Limit Order Book," Papers 2505.22678, arXiv.org.
• Tobias Adrian & Hongqi Chen & Max-Sebastian Dov`i & Ji Hyung Lee, 2025. "Machine-learning Growth at Risk," Papers 2506.00572, arXiv.org.
• Dorosh, Paul A. & Mustafa, Shoumi & Kabir, Razin & Shaima, Nabila Afrin, 2024. "Foresight for food markets: Developing and implementing market forecasting methods/models," IFPRI-MCC technical papers 13, International Food Policy Research Institute (IFPRI).
• Qingwen Liang & Matias Carrasco Kind, 2025. "How do managers' non-responses during earnings calls affect analyst forecasts," Papers 2505.18419, arXiv.org.
• Lin Li, 2025. "The Role of Intangible Investment in Predicting Stock Returns: Six Decades of Evidence," Post-Print hal-05074264, HAL.
• Halkos, George, 2025. "Data, Distribution, and Modeling Innovations in Spatiotemporal Energy Economics," MPRA Paper 124992, University Library of Munich, Germany.
• Stephen J. Lee & Cailinn Drouin, 2025. "Forecasting Residential Heating and Electricity Demand with Scalable, High-Resolution, Open-Source Models," Papers 2505.22873, arXiv.org.
• Chen Hu & Kouxiao Zhang, 2025. "Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures," Papers 2505.17388, arXiv.org.
• Rodriguez, A.E. & Kucsma, Kristen, 2024. "On the Use of the Bass Model for Forecasting Pecuniary Damages: a Reappraisal," MPRA Paper 124948, University Library of Munich, Germany.
• Ng, Marie & Gakidou, Emmanuela & Lo, Justin & Abate, Yohannes Habtegiorgis & Abbafati, Cristiana & Abbas, Nasir & Abbasian, Mohammadreza & Abd ElHafeez, Samar & Abdel-Rahman, Wael M & Abd-Elsalam, She, 2025. "Global, regional, and national prevalence of adult overweight and obesity, 1990–2021, with forecasts to 2050: a forecasting study for the Global Burden of Disease Study 2021," Open Access Publications from Kiel Institute for the World Economy 318258, Kiel Institute for the World Economy (IfW Kiel).