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Report NEP-FOR-2026-03-09
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:
- Marc Wildi, 2026, "The Accuracy Smoothness Dilemma in Prediction: a Novel Multivariate M-SSA Forecast Approach," Papers, arXiv.org, number 2602.13722, Feb.
- Cheng Zhang, 2026, "A Nontrivial Upper Bound on the Out-of-Sample $R^2$ in Return Forecasting," Papers, arXiv.org, number 2602.07841, Feb, revised Apr 2026.
- Garratt Anthony & Petrella Ivan & Zhang Yunyi, 2026, "The Predictive Content of U.S. Energy Information Administration Oil Market Forecasts," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 104, Mar.
- Baris Arat & Hasan Fehmi Ates & Emre Sefer, 2026, "Sub-City Real Estate Price Index Forecasting at Weekly Horizons Using Satellite Radar and News Sentiment," Papers, arXiv.org, number 2602.18572, Feb.
- Nikolay Danov & Domenico Giannone & Alain N. Kabundi & Cedric I Okou & Mr. Antonio Spilimbergo, 2026, "Nowcasting GDP Growth for Kenya," IMF Working Papers, International Monetary Fund, number 2026/032, Feb.
- Anthony M. Diercks & Jared Dean Katz & Jonathan H. Wright, 2026, "Kalshi and the Rise of Macro Markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-010, Feb, DOI: 10.17016/FEDS.2026.010.
- Bricongne, Jean-Charles & Meunier, Baptiste & Macalos, Joao & Milis, Julia & Pical, Thomas, 2026, "Can satellites predict oil demand?," Working Paper Series, European Central Bank, number 3198, Feb.
- Joan Margalef, 2026, "A probabilistic measure to state fragility," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2026-20.
- Tibor Hlédik & Rilind Kabashi & Maria Arakelyan & Belma Colakovic & Elma Hasanović, 2026, "A Novel Quarterly Macroeconomic Forecasting Framework: Illustration on the Case of Bosnia and Herzegovina," IMF Working Papers, International Monetary Fund, number 2026/036, Feb.
- George Kapetanios & Vasilis Sarafidis & Alexia Ventouri, 2026, "Model Selection in High-Dimensional Linear Regression using Boosting with Multiple Testing," Papers, arXiv.org, number 2602.19705, Feb.
- Szymon Lis & Robert 'Slepaczuk & Pawe{l} Sakowski, 2026, "Overreaction as an indicator for momentum in algorithmic trading: A Case of AAPL stocks," Papers, arXiv.org, number 2602.18912, Feb.
- Merve Capan & Ahmet Gulveren & Tuba Ozsevinc, 2026, "A New Method for Measuring Underlying Inflation in Türkiye," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2605.
- Fausch, Jürg & Frigg, Moreno & Ruenzi, Stefan & Weigert, Florian, 2026, "Machine learning mutual fund flows," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 26-03.
- Bletzinger, Tilman & Martorana, Giulia & Mistak, Jakub, 2026, "Looser, tighter, clearer: a new Financial Conditions Index for the euro area," Working Paper Series, European Central Bank, number 3193, Feb.