Printed from https://ideas.repec.org/n/nep-for/2026-01-19.html
Report NEP-FOR-2026-01-19
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:
- Matteo Mogliani & Florens Odendahl, 2025, "Density Forecast Transformations," Working papers, Banque de France, number 1027.
- Uluc Aysun & Melanie Guldi, 2026, "Revisiting exchange rate predictability: Can machine learning with theoretical filtering outperform canonical models?," Working Papers, University of Central Florida, Department of Economics, number 2026-01, Jan.
- Andrea Bastianin & Luca Rossini & Lorenzo Tonni, 2025, "A Real-Time Framework for Forecasting Metal Prices," Working Papers, Fondazione Eni Enrico Mattei, number 2025.34, Dec.
- Mokinski, Frieder & Roth, Markus, 2025, "Forecasting with log-linear (S)VAR models: Incorporating annual growth rate conditions," Discussion Papers, Deutsche Bundesbank, number 35/2025, DOI: 10.71734/DP-2025-35.
- Dinggao Liu & Robert 'Slepaczuk & Zhenpeng Tang, 2025, "EXFormer: A Multi-Scale Trend-Aware Transformer with Dynamic Variable Selection for Foreign Exchange Returns Prediction," Papers, arXiv.org, number 2512.12727, Dec, revised Jan 2026.
- Charles Shaw, 2025, "srvar-toolkit: A Python Implementation of Shadow-Rate Vector Autoregressions with Stochastic Volatility," Papers, arXiv.org, number 2512.19589, Dec.
- Ilias Aarab, 2025, "The Aligned Economic Index & The State Switching Model," Papers, arXiv.org, number 2512.20460, Dec, revised Dec 2025.
- MacLachlan, Matthew J. & Thompson, Jada & Dai, Bingyan, 2025, "Forecasting retail food prices changes from highly pathogenic avian influenza," 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO, Agricultural and Applied Economics Association, number 360847, DOI: 10.22004/ag.econ.360847.
- Dimitris Korobilis, 2025, "Learning from crises: A new class of time-varying parameter VARs with observable adaptation," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 09/2025, Dec.
- Amar, Amine & Antonio, Ronald Jeremy S. & Okou, Cyrille Guei & Pede, Valerien O., 2025, "Stochastic modelling of food insecurity risk in Africa: Use of Vine Copulas and cointegration approaches," 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO, Agricultural and Applied Economics Association, number 360696, DOI: 10.22004/ag.econ.360696.
- Drin, Svitlana & Zhuravlova, Anastasiia, 2026, "Real-Time Nowcasting of Kyiv’s Regional GRP Using Google Trends and Mixed-Frequency Data," Working Papers, Örebro University, School of Business, number 2026:1, Jan.
- Petr Koklev, 2025, "What's the Price of Monotonicity? A Multi-Dataset Benchmark of Monotone-Constrained Gradient Boosting for Credit PD," Papers, arXiv.org, number 2512.17945, Dec.
- Benjamin Born & Nora Lamersdorf & Jana-Lynn Schuster & Sascha Steffen, 2026, "From Tweets to Transactions: High-Frequency Inflation Expectations, Consumption, and Stock Returns," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2025_724, Jan.
- Weiyang ZHAI & Yushi YOSHIDA, 2026, "Inflation Expectations in Japan: Forecast revision and forecast trends," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 26004, Jan.
- Wojciech Charemza & Christian Francq & Radu Lupu & Svetlana Makarova & Jean-Michel Zakoïan, 2025, "Testing for the footprints of stabilization economic policy in forecast errors," Post-Print, HAL, number hal-05430912, Dec, DOI: 10.1371/journal.pone.0336495.
- Foltas, Alexander, 2025, "Quantifying priorities in business cycle reports: Analysis of recurring textual patterns around peaks and troughs," HWWI Working Paper Series, Hamburg Institute of International Economics (HWWI), number 5/2025.
- Gang Li & Dandan Qiao & Mingxuan Zheng, 2025, "Structured Event Representation and Stock Return Predictability," Papers, arXiv.org, number 2512.19484, Dec.
- Gagan Deep & Akash Deep & William Lamptey, 2025, "Interpretable Hypothesis-Driven Trading:A Rigorous Walk-Forward Validation Framework for Market Microstructure Signals," Papers, arXiv.org, number 2512.12924, Dec.
- Foltas, Alexander, 2025, "Inefficient forecast narratives: A BERT-based approach," HWWI Working Paper Series, Hamburg Institute of International Economics (HWWI), number 6/2025.
- Siddhartha Chib & Fei Tan, 2025, "Learning the Macroeconomic Language," Papers, arXiv.org, number 2512.21031, Dec, revised Dec 2025.
- Eden Gross & Ryan Kruger & Francois Toerien, 2025, "Extending the application of dynamic Bayesian networks in calculating market risk: Standard and stressed expected shortfall," Papers, arXiv.org, number 2512.12334, Dec.