Report NEP-FOR-2026-06-29

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.

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Other reports in NEP-FOR

The following items were announced in this report:

• Marc Schmitt, 2026, "Algometrics: Forecasting Under Algorithmic Feedback," Papers, arXiv.org, number 2605.23978, May.
• Marie Soehl Coolsaet & Roberto Gallardo & Zhen Gao, 2026, "From Index to Equity: Pre-Training Transformers for Stock Return Prediction," Papers, arXiv.org, number 2605.23962, May.
• Miguel Sanchez-Martinez & Tomasz Wo'zniak, 2026, "Forecasting with Bayesian Panel Vector Autoregressions Using the R Package bpvars," Papers, arXiv.org, number 2606.14143, Jun.
• Magdalena Cornejo & Walter Sosa Escudero, 2026, "Machine Learning and Shrinkage in Dynamic Panel Forecasting," Working Papers, Universidad de San Andres, Departamento de Economia, number 183, May, revised May 2026.
• Olivetti, Leonardo & Messori, Gabriele & Avner, Paolo & Hallegatte, Stephane, 2026, "Assessing The Real-World Economic Value of Weather Forecasts under Compounding Extremes : A Decision-Specific Framework," Policy Research Working Paper Series, The World Bank, number 11407, Jun.
• Degui Li & Yuying Sun & Boyao Wu, 2026, "Time-Varying Model Averaging of Multi-layer Network Vector Autoregressions," Working Papers, University of Macau, Faculty of Business Administration, number 202640, Jun.
• Manuel Noseda & Nathan Soldati & Marco Paina, 2026, "Predicting Stock Price Direction on Earnings Announcement Days using Multi-modal Deep Learning," Papers, arXiv.org, number 2605.25894, May.
• Xintong Wu & Peiting Tsai & Jing Yuan & Michael Yu & Greg Sun & Luyao Zhang, 2026, "Leveraging Large Language Models for Sentiment Analysis: Multi-Modal Analysis of Decentraland's MANA Token," Papers, arXiv.org, number 2605.20192, Apr.
• Dennis Shen, 2026, "Causal Forecasting in Panel Data: A Two-Way Synthetic Forecasting Approach," Papers, arXiv.org, number 2606.18512, Jun.
• Hwee Kwan Chow & Jordan Lee, 2026, "Projecting Inflation Tail Risks in a Small Open Economy: Some Evidence from Singapore," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 04-2026, Feb.
• Sara A. Safari & Christoph Schmidhuber, 2026, "Trends, Volatility, Correlations, and Critical Phenomena in Financial Markets," Papers, arXiv.org, number 2606.20145, Jun.
• Ludolph, Melina & Nghiem, Giang & Tonzer, Lena, 2026, "Facts or feelings? The role of relatable narratives in shaping inflation expectations," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 10/2026, DOI: 10.18717/dpcam2-j667.
• Marcel Muller & Arno Botha & Conrad Beyers, 2026, "An extendable, integrated, and dynamic approach to forecasting and stress-testing credit risk," Papers, arXiv.org, number 2606.19052, Jun.