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Report NEP-FOR-2026-06-15
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:
- Kpante Emmanuel Gnandi & Fredy Pokou & Jules Sadefo Kamdem, 2026, "Nonlinear and Heavy-Tailed Predictability in Transition-Energy Financial Markets," Papers, arXiv.org, number 2605.26890, May.
- Jiaze Sun & Kelvin J. L. Koa & Ruiyang Ni & Yize Liu & Haonan Chen & Ke-Wei Huang, 2026, "FinStressTS: A Parametric Synthetic Benchmark for Time-Series Forecasting in Finance," Papers, arXiv.org, number 2606.03184, Jun.
- Ajay Kumar Verma & Jul Jon Ramirez General & Yvan Landry Ndzonde Fonkou, 2026, "Deep Learning Forecasting of the U.S. Aggregate Bond Index," Papers, arXiv.org, number 2605.27977, May.
- Zhiruo Zhang & Firmin Doko Tchatoka & Qazi Haque, 2026, "Adaptive Bayesian Shrinkage of High-Dimensional Panel VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-40, Jun.
- Todd E. Clark & Florian Huber & Gary Koop, 2026, "A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors," Working Papers, Federal Reserve Bank of Cleveland, number 26-14, Jun, DOI: 10.26509/frbc-wp-202614.
- Sanchez, Paulo, 2026, "Nowcasting with Novel High-Frequency Data: A Cross-Method Comparison for Colombia’s ISE," MPRA Paper, University Library of Munich, Germany, number 129072, May.
- Rahul Fernandes & Travis Desell, 2026, "Financially Guided Deep Portfolio Optimization," Papers, arXiv.org, number 2605.28853, May.
- Bagavathinathan, Karan Singh & Tandley Omprakash, Sridevi, 2026, "Digital Public Infrastructure and Bayesian Nowcasting of India’s GDP," MPRA Paper, University Library of Munich, Germany, number 129197, May.
- Edward P. Herbst & Scott R. Konzem & Cristina Scofield, 2026, "Alternative Scenarios at the Federal Reserve from 1968 to 2020: Data, Interpretation, and Evaluation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-033, Apr, DOI: 10.17016/FEDS.2026.033.
- Allayioti, Anastasia & Garratt, Anthony, 2026, "Herding in the foreign exchange market," Working Paper Series, European Central Bank, number 3243, Jun.