Report NEP-FOR-2025-06-16

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.

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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, arXiv.org, number 2505.19617, May.
• Dominik Stempie'n & Janusz Gajda, 2025, "Comparative analysis of financial data differentiation techniques using LSTM neural network," Papers, arXiv.org, number 2505.19243, May.
• Lukas Bauer, 2025, "Evaluating financial tail risk forecasts: Testing Equal Predictive Ability," Papers, arXiv.org, number 2505.23333, May.
• 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, International Monetary Fund, number 2025/092, May.
• Mr. Tobias Adrian & Domenico Giannone & Matteo Luciani & Mike West, 2025, "Scenario Synthesis and Macroeconomic Risk," IMF Working Papers, International Monetary Fund, number 2025/105, May.
• Tobias Adrian & Domenico Giannone & Matteo Luciani & Mike West, 2025, "Scenario Synthesis and Macroeconomic Risk," Papers, arXiv.org, number 2505.05193, May.
• 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, University Library of Munich, Germany, number 124905, May.
• Christos Axioglou & Marco Ratto & Josselin Roman, 2025, "Navigating Uncertainty: Evaluating the European Economic Forecasts Amidst Pandemic and Energy Crises," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 222, May.
• Stephen J. Cole, 2025, "How Does the FOMC Form Forecasts? An Adaptive Learning Approach Utilizing SEP Data," Working Papers and Research, Marquette University, Center for Global and Economic Studies and Department of Economics, number 2025-02, Jun.
• 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, arXiv.org, number 2506.09851, Jun, revised Mar 2026.
• Joshua C. C. Chan & Michael Pfarrhofer, 2025, "Large Bayesian VARs for Binary and Censored Variables," Papers, arXiv.org, number 2506.01422, Jun.
• Martin, Ian W. R., 2025, "Information in derivatives markets: forecasting prices with prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128212, Nov.
• 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, arXiv.org, number 2505.22678, May.
• Tobias Adrian & Hongqi Chen & Max-Sebastian Dov`i & Ji Hyung Lee, 2025, "Machine-learning Growth at Risk," Papers, arXiv.org, number 2506.00572, May.
• 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, International Food Policy Research Institute (IFPRI), number 13, Jul.
• Qingwen Liang & Matias Carrasco Kind, 2025, "How do managers' non-responses during earnings calls affect analyst forecasts," Papers, arXiv.org, number 2505.18419, May.
• Lin Li, 2025, "The Role of Intangible Investment in Predicting Stock Returns: Six Decades of Evidence," Post-Print, HAL, number hal-05074264, May, DOI: 10.1111/fima.12505.
• Halkos, George, 2025, "Data, Distribution, and Modeling Innovations in Spatiotemporal Energy Economics," MPRA Paper, University Library of Munich, Germany, number 124992, Jun.
• Stephen J. Lee & Cailinn Drouin, 2025, "Forecasting Residential Heating and Electricity Demand with Scalable, High-Resolution, Open-Source Models," Papers, arXiv.org, number 2505.22873, May.
• Chen Hu & Kouxiao Zhang, 2025, "Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures," Papers, arXiv.org, number 2505.17388, May.
• Rodriguez, A.E. & Kucsma, Kristen, 2024, "On the Use of the Bass Model for Forecasting Pecuniary Damages: a Reappraisal," MPRA Paper, University Library of Munich, Germany, number 124948, Nov.
• 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, Kiel Institute for the World Economy, number 318258, DOI: 10.1016/S0140-6736(25)00355-1.

Report NEP-FOR-2025-06-16

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: