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Report NEP-FOR-2025-12-22
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:
- Andrzej Tokajuk & Jaros{l}aw A. Chudziak, 2025, "Partial multivariate transformer as a tool for cryptocurrencies time series prediction," Papers, arXiv.org, number 2512.04099, Nov.
- Pablo Guerron-Quintana & Amazon Web Services, 2025, "Chronos-2: From Univariate to Universal Forecasting," Boston College Working Papers in Economics, Boston College Department of Economics, number 1105, Dec.
- César Anzola Bravo & Paola Poveda, 2025, "Forecasting Disaggregated Food Inflation Baskets in Colombia with an XGBoost Model," Borradores de Economia, Banco de la Republica de Colombia, number 1335, Dec, DOI: 10.32468/be.1335.
- Bullock, David W. & Okoto, Edna M., 2024, "Improved Value-at-Risk (VaR) Forward Curve Projection Using the Full Option Premium Profile," 2024 Conference, April 22-23, 2024, St. Louis, Missouri, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management, number 379004, DOI: 10.22004/ag.econ.379004.
- Roberto Pinheiro & Rory G. Quinlan, 2025, "BLS Payroll Revisions: Forecasting Recessions," Working Papers, Federal Reserve Bank of Cleveland, number 25-26, Dec, DOI: 10.26509/frbc-wp-202526.
- DeLong, Karen L. & Trejo-Pech, Carlos O. & Johansson, Robert, 2024, "An Evaluation of how Forecasting Efficiency Leads to Reduced Firm Risks," 2024 Conference, April 22-23, 2024, St. Louis, Missouri, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management, number 379005, DOI: 10.22004/ag.econ.379005.
- Sotirios D. Nikolopoulos, 2025, "An Imbalance-Robust Evaluation Framework for Extreme Risk Forecasts," Papers, arXiv.org, number 2512.00916, Nov.
- Nicolas Hardy & Dimitris Korobilis, 2025, "Learning from crises: A new class of time-varying parameter VARs with observable adaptation," Papers, arXiv.org, number 2512.03763, Dec.
- Lovisa Reiche & Gabriele Galati & Richhild Moessner & Maarten van Rooij, 2025, "Who’s on FIRE? Household characteristics and the formation of inflation expectations," Working Papers, DNB, number 852, Dec.
- Juan C. King & Jose M. Amigo, 2025, "Integration of LSTM Networks in Random Forest Algorithms for Stock Market Trading Predictions," Papers, arXiv.org, number 2512.02036, Nov.