Report NEP-FOR-2025-07-21

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:

• Imad Talhartit & Sanae Ait Jillali & Mounime El Kabbouri, 2025. "Machine Learning for Stock Price Prediction on the Casablanca Stock Exchange: A Comparative Study of ANN and LSTM Approaches," Post-Print hal-05063012, HAL.
• Emmanouil SOFIANOS & Thierry BETTI & Emmanouil Theophilos PAPADIMITRIOU & Amélie BARBIER-GAUCHARD & Periklis GOGAS, 2025. "Using DSGE and Machine Learning to Forecast Public Debt for France," Working Papers of BETA 2025-18, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Felipe Roldán-Ferrín & Julián A. Parra-Polania, 2025. "Enhancing inflation nowcasting with online search data: a random forest application for Colombia," Borradores de Economia 1318, Banco de la Republica de Colombia.
• Frank Schorfheide & Zhiheng You, 2025. "Uncertainty in Empirical Economics," NBER Working Papers 33962, National Bureau of Economic Research, Inc.
• Laura Capera Romero & Anne Opschoor, 2025. "Revisiting EWMA in High-Frequency Portfolio Optimization: A Comparative Assessment," Tinbergen Institute Discussion Papers 25-041/III, Tinbergen Institute.
• Sun, Yiqiao & de Bondt, Gabe, 2025. "Enhancing GDP nowcasts with ChatGPT: a novel application of PMI news releases," Working Paper Series 3063, European Central Bank.
• Xia Zou & Yicong Lin & André Lucas, 2025. "Improving Score-Driven Density Forecasts with an Application to Implied Volatility Surface Dynamics," Tinbergen Institute Discussion Papers 25-036/III, Tinbergen Institute.
• Dercio de Assis, 2025. "Childhood poverty and life expectancy: Evidence from Brazilian human development units," Discussion Papers 2025-12, Nottingham Interdisciplinary Centre for Economic and Political Research (NICEP).
• Eric Engstrom, 2025. "Soft Landing or Stagflation? A Framework for Estimating the Probabilities of Macro Scenarios," Finance and Economics Discussion Series 2025-047, Board of Governors of the Federal Reserve System (U.S.).
• Mr. Sam Ouliaris & Ms. Celine Rochon & Daniel Taumoepeau, 2025. "A Quarterly Projection Model for Tonga," IMF Working Papers 2025/121, International Monetary Fund.