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Report NEP-FOR-2025-08-18
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:
- Duo Zhang & Jiayu Li & Junyi Mo & Elynn Chen, 2025, "Time-Varying Factor-Augmented Models for Volatility Forecasting," Papers, arXiv.org, number 2508.01880, Aug, revised Oct 2025.
- Ben A. Marconi, 2025, "Time Series Foundation Models for Multivariate Financial Time Series Forecasting," Papers, arXiv.org, number 2507.07296, Jul.
- Zihan Lin & Haojie Liu & Randall R. Rojas, 2025, "Dependency Network-Based Portfolio Design with Forecasting and VaR Constraints," Papers, arXiv.org, number 2507.20039, Jul.
- Sicheng Fu & Fangfang Zhu & Xiangdong Liu, 2025, "A Predictive Framework Integrating Multi-Scale Volatility Components and Time-Varying Quantile Spillovers: Evidence from the Cryptocurrency Market," Papers, arXiv.org, number 2507.22409, Jul.
- Coppola, Antonio & Clayton, Christopher, 2025, "Financial Regulation and AI: A Faustian Bargain?," SocArXiv, Center for Open Science, number xwsje_v1, Jul, DOI: 10.31219/osf.io/xwsje_v1.
- Jiawen Luo & Jingyi Deng & Juncal Cunado & Rangan Gupta, 2025, "Forecasting GDP with Oil Price Shocks: A Mixed-Frequency Time-Varying Perspective," Working Papers, University of Pretoria, Department of Economics, number 202523, Jul.
- Sung Hoon Choi & Donggyu Kim, 2025, "Low-Rank Structured Nonparametric Prediction of Instantaneous Volatility," Papers, arXiv.org, number 2507.22173, Jul.
- Maretha Roseline Syahnie & Muhammad Ryan Sanjaya, 2024, "Financing MSMEs in Indonesia: Credit and Financial Inclusion," Gadjah Mada Economics Working Paper Series, Department of Economics, Faculty of Economics and Business, Universitas Gadjah Mada, number 202407007, Jul.
- Duane, Jackson & Ren, Alicia & Zhang, Wei, 2025, "Deep Learning Models for Financial Data Analysis: A Focused Review of Recent Advances," OSF Preprints, Center for Open Science, number ctxf9_v1, Jul, DOI: 10.31219/osf.io/ctxf9_v1.
- Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Yunhan Zhang, 2025, "Climate Policy Uncertainty and the Forecastability of Inflation," Working Papers, University of Pretoria, Department of Economics, number 202525, Aug.
- Yusifzada, Tural & Cömert, Hasan & Ahmadov, Vugar, 2025, "A composite approach to nonlinear inflation dynamics in BRICS countries and Türkiye," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 5/2025.
- Kase, Hanno & Rigato, Rodolfo Dinis, 2025, "Beyond averages: heterogeneous effects of monetary policy in a HANK model for the euro area," Working Paper Series, European Central Bank, number 3086, Aug.
- Schultze, Michelle, 2025, "In the Shadow of War: Assessing Conflict-Driven Disruptions in the Kyrgyzstan-Russia Labor Pipeline via a Gradient Boosting Approach to Nowcasting," SocArXiv, Center for Open Science, number z2wch_v1, Jul, DOI: 10.31219/osf.io/z2wch_v1.
- Stefan Sauer & Klaus Wohlrabe, 2025, "Explaining Business Sentiment: Insights from the ifo Business Survey," CESifo Working Paper Series, CESifo, number 12007.
- Volz, Ute & Wicknig, Florian, 2025, "Anchoring of survey-based inflation expectations: Risk assessment relative to the inflation target," Technical Papers, Deutsche Bundesbank, number 02/2025.