Report NEP-FOR-2025-07-14

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:

• Marco Zanotti, 2025. "The cost of ensembling: is it always worth combining?," Working Papers 554, University of Milano-Bicocca, Department of Economics.
• Marco Zanotti, 2025. "On the stability of global forecasting models," Working Papers 553, University of Milano-Bicocca, Department of Economics.
• Dhanashree Somani & Rangan Gupta & Sayar Karmakar & Vasilios Plakandaras, 2025. "Supply Bottlenecks and Machine Learning Forecasting of International Stock Market Volatility," Working Papers 202521, University of Pretoria, Department of Economics.
• Daniel H. Cooper & Giovanni P. Olivei & Hannah Rhodenhiser, 2025. "Forecasting U.S. Economic Activity with a Small Information Set," Working Papers 25-4, Federal Reserve Bank of Boston.
• Carlos Segura-Rodriguez, 2024. "Modelos FAVAR con factores estáticos y dinámicos para pronosticar la inflación en Costa Rica," Documentos de Trabajo 2403, Banco Central de Costa Rica.
• Paula Bejarano Carbo & Rory MacQueen & Efthymios Xylangouras, 2025. "Nowcasting Monthly UK GDP: Evidence from Bottom-Up Sectoral Modeling with Big Data Methods and Forecast Combination Algorithms," National Institute of Economic and Social Research (NIESR) Policy Papers 46, National Institute of Economic and Social Research.
• Tim de Silva & Eugene Larsen-Hallock & Adam Rej & David Thesmar, 2025. "Expectations Formation with Fat-Tailed Processes: Evidence and Theory," NBER Working Papers 33808, National Bureau of Economic Research, Inc.
• Xin Sheng & Oguzhan Cepni & Rangan Gupta & Minko Markovski, 2025. "Mixed Frequency Machine Learning Forecasting of the Growth of Real Gross Fixed Capital Formation in the United States: The Role of Extreme Weather Conditions," Working Papers 202520, University of Pretoria, Department of Economics.
• Jorge Onrubia & Fernando Pinto & María del Carmen Rodado Ruíz, 2025. "From digital search to deed: Forecasting UK housing purchases in Spain using Google Trends across the Brexit disruption," Working Papers 2025-08, FEDEA.
• Leland D. Crane & Akhil Karra & Paul E. Soto, 2025. "Total Recall? Evaluating the Macroeconomic Knowledge of Large Language Models," Finance and Economics Discussion Series 2025-044, Board of Governors of the Federal Reserve System (U.S.).
• Benjamin Kay & Aeimit Lakdawala & Jane Ryngaert, 2025. "Partisan Bias in Professional Macroeconomic Forecasts," Working Papers 127, Wake Forest University, Economics Department.
• Li, Mengheng & Mendieta-Munoz, Ivan, 2025. "Unpacking trend inflation: Evidence from a factor correlated unobserved components model of sticky and flexible prices," EconStor Preprints 320299, ZBW - Leibniz Information Centre for Economics.
• Andrew B. Martinez & Alexander D. Schibuola & David Beckworth, 2025. "The Reliability of the Nominal GDP Expectations Gap," Working Papers 2025-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Emiliano Basco & Diego Elías & Luciana Pastore & Maximiliano Gómez Aguirre, 2025. "Soybean Yield Prediction in Argentina Using Climate Data," BCRA Working Paper Series 2025117, Central Bank of Argentina, Economic Research Department.
• Eric Benyo, Reinhard Ellwanger, Stephen Snudden, 2025. "A Reappraisal of Real-time Forecasts of the Real Price of Oil," LCERPA Working Papers jc0158, Laurier Centre for Economic Research and Policy Analysis, revised Jun 2025.
• Nickel, Christiane & Kilponen, Juha & Moral-Benito, Enrique & Koester, Gerrit & Ciccarelli, Matteo & Enders, Almira & Holton, Sarah & Landau, Bettina & Venditti, Fabrizio & Bobeica, Elena & Brand, Cla, 2025. "A strategic view on the economic and inflation environment in the euro area," Occasional Paper Series 371, European Central Bank.
• Monia Magnani & Massimo Guidolin, 2025. "Nonlinear Dynamics in Monetary Policy-Fueled Stock Market Bubbles," BAFFI CAREFIN Working Papers 25252, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.