Report NEP-FOR-2025-11-03

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:

• Emmanuel Boadi, 2025. "Bitcoin Price Forecasting Based on Hybrid Variational Mode Decomposition and Long Short Term Memory Network," Papers 2510.15900, arXiv.org.
• Mr. Paul Cashin & Mr. Fei Han & Ivy Sabuga & Jing Xie & Fan Zhang, 2025. "Parameter Proliferation in Nowcasting: Issues and Approaches—An Application to Nowcasting China’s Real GDP," IMF Working Papers 2025/217, International Monetary Fund.
• Yimeng Qiu & Feihuang Fang, 2025. "A Multi-Layer Machine Learning and Econometric Pipeline for Forecasting Market Risk: Evidence from Cryptoasset Liquidity Spillovers," Papers 2510.20066, arXiv.org.
• Diana Barro & Antonella Basso & Marco Corazza & Guglielmo Alessandro Visentin, 2025. "A Neural Network-VAR for Long-Term Forecasting: An Application to Monetary Policy Effects in the Euro Area," Working Papers 2025: 24, Department of Economics, University of Venice "Ca' Foscari".
• Rahul Billakanti & Minchul Shin, 2025. "At-Risk Transformation for U.S. Recession Prediction," Working Papers 25-34, Federal Reserve Bank of Philadelphia.
• Zhongjun Qu & Wendun Wang & Xiaomeng Zhang, 2025. "Prediction Intervals for Model Averaging," Papers 2510.16224, arXiv.org.
• Abraham Atsiwo, 2025. "A three-step machine learning approach to predict market bubbles with financial news," Papers 2510.16636, arXiv.org.
• Yaxuan Kong & Yoontae Hwang & Marcus Kaiser & Chris Vryonides & Roel Oomen & Stefan Zohren, 2025. "Fusing Narrative Semantics for Financial Volatility Forecasting," Papers 2510.20699, arXiv.org.
• Kronenberg, Philipp, 2024. "A High-Frequency GDP Indicator for Switzerland," EconStor Preprints 330303, ZBW - Leibniz Information Centre for Economics.
• Priscila Espinosa & Priscila Espinosa & Maria Teresa Balaguer-Coll & José Manuel Pavía & Emili Tortosa-Ausina, 2025. "Urban economic resilience after climate disasters: A regional recovery forecasting framework for the Valencia floods," Working Papers 2025/10, Economics Department, Universitat Jaume I, Castellón (Spain).
• Frank, Luis, 2025. "Nowcasting del PIB argentino a través de un modelo de corrección de errores flexible [Nowcasting Argentine's GDP through a flexible error correction model]," MPRA Paper 126543, University Library of Munich, Germany.
• Rui Gonc{c}alves & Vitor Miguel Ribeiro & Roman Chertovskih & Ant'onio Pedro Aguiar, 2025. "Convolutional Attention in Betting Exchange Markets," Papers 2510.16008, arXiv.org.
• Andrew B. Martinez, 2025. "Real-time Hurricane Damage Nowcasts," Working Papers 2025-006, The George Washington University, The Center for Economic Research.
• Marjorie Pampusa & Ashwin Moheeput & Atish Babboo & Rajlukshmee Tengur & Rideema Cunniah & Sharmeen Gariban & Mr. Iaroslav Miller & Shalva Mkhatrishvili & Valeriu Nalban, 2025. "Mauritius QPM: A Quarterly Projection Model for the Bank of Mauritius," IMF Working Papers 2025/215, International Monetary Fund.