Report NEP-FOR-2025-10-20

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:

• Ruben Aag & Hilde C. Bjornland & Peder Eliassen, 2025. "Forecasting Oil and Natural Gas Prices: A Model Combination Approach," CAMA Working Papers 2025-54, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Ta-Chung Chi & Ting-Han Fan & Raffaele M. Ghigliazza & Domenico Giannone & Zixuan & Wang, 2025. "Macroeconomic Forecasting and Machine Learning," Papers 2510.11008, arXiv.org.
• Basellini, Ugofilippo & Camarda, Carlo Giovanni, 2025. "Forecasting Cohort Mortality: Lee–Carter Methods and CCP-Splines," SocArXiv 8fxyk_v1, Center for Open Science.
• Ahad Yaqoob & Syed M. Abdullah, 2025. "Predictive Performance of LSTM Networks on Sectoral Stocks in an Emerging Market: A Case Study of the Pakistan Stock Exchange," Papers 2509.14401, arXiv.org.
• Yun Lin & Jiawei Lou & Jinghe Zhang, 2025. "From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions," Papers 2509.24144, arXiv.org.
• Ross Koval & Nicholas Andrews & Xifeng Yan, 2025. "Multimodal Language Models with Modality-Specific Experts for Financial Forecasting from Interleaved Sequences of Text and Time Series," Papers 2509.19628, arXiv.org.
• Lucía Cuadro-Sáez & Corinna Ghirelli & Maximiliano Moreno-López & Javier J. Pérez, 2025. "Monitoring and forecasting food prices in the euro area," Occasional Papers 2025, Banco de España.
• Haochuan & Wang, 2025. "Forecasting Liquidity Withdraw with Machine Learning Models," Papers 2509.22985, arXiv.org.
• Andrii Babii & Luca Barbaglia & Eric Ghysels & Jonas Striaukas, 2025. "Nowcasting and aggregation: Why small Euro area countries matter," Papers 2509.24780, arXiv.org.
• Paponpat Taveeapiradeecharoen & Nattapol Aunsri, 2025. "Forecasting in small open emerging economies Evidence from Thailand," Papers 2509.14805, arXiv.org.
• Jan Kwiatkowski & Jaros{l}aw A. Chudziak, 2025. "On Evaluating Loss Functions for Stock Ranking: An Empirical Analysis With Transformer Model," Papers 2510.14156, arXiv.org.
• Eleonora Granziera & Vegard H. Larsen & Greta Meggiorini & Leonardo Melosi, 2025. "Speaking Of Inflation: The Influence Of Fed Speeches On Expectations," Working Papers No 07/2025, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Zheng Cao & Xingran Shao & Yuheng Yan & Helyette Geman, 2025. "Identifying and Quantifying Financial Bubbles with the Hyped Log-Periodic Power Law Model," Papers 2510.10878, arXiv.org.
• Gondauri, Davit, 2025. "Gondauri Index (GI): Methodology for a Clay Millennium-Problems-Driven Macro-Financial Index," EconStor Preprints 328080, ZBW - Leibniz Information Centre for Economics.
• Yuntao Wu & Ege Mert Akin & Charles Martineau & Vincent Gr'egoire & Andreas Veneris, 2025. "Extracting the Structure of Press Releases for Predicting Earnings Announcement Returns," Papers 2509.24254, arXiv.org, revised Oct 2025.
• Songrun He & Linying Lv & Asaf Manela & Jimmy Wu, 2025. "Instruction Tuning Chronologically Consistent Language Models," Papers 2510.11677, arXiv.org, revised Nov 2025.
• Andrew Foerster & Andreas Hornstein & Pierre-Daniel G. Sarte & Mark W. Watson, 2025. "The Past and Future of U.S. Structural Change: Compositional Accounting and Forecasting," Working Paper 25-08, Federal Reserve Bank of Richmond.
• María Jesus Campion Arrastia & Emilio Dominguez Irastorza & Nuria Oses Eraso & Julen Perales Barriendo, 2024. "Fertiliser and nutrient prices: A multivariate time series analysis," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 2402, Departamento de Economía - Universidad Pública de Navarra.
• Coenen, Günter & Mazelis, Falk & Motto, Roberto & Ristiniemi, Annukka & Smets, Frank & Warne, Anders & Wouters, Raf, 2025. "Inflation and monetary policy in medium-sized New Keynesian DSGE models," Working Paper Series 3137, European Central Bank.
• Saeid Mashhadi & Amirhossein Saghezchi & Vesal Ghassemzadeh Kashani, 2025. "Interpretable Machine Learning for Predicting Startup Funding, Patenting, and Exits," Papers 2510.09465, arXiv.org.
• Goldfayn-Frank, Olga & Kieren, Pascal & Trautmann, Stefan T., 2025. "A choice-based approach to the measurement of inflation expectations," Discussion Papers 25/2025, Deutsche Bundesbank.
• Onur Polat & Rangan Gupta & Riza Demirer & Elie Bouri, 2025. "Implied Skewness of the Treasury Yield: A New Predictor for Stock Market Bubbles," Working Papers 202539, University of Pretoria, Department of Economics.