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Report NEP-FOR-2026-07-13
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:
- Tobias Lausser & Joao Eduardo Vuolo & Rudi Zagst, 2026, "Data-Driven Duration Management -- Term Structure Forecasting Using Machine Learning," Papers, arXiv.org, number 2606.26815, Jun.
- Christian König-Kersting & Yana Litovsky & Robert Böhm & Igor Grossmann & Jürgen Huber & Michael Kirchler & WoCCAP consortium, 2026, "A many-designs study of 516 algorithms challenges the predictability of wisdom of the crowd forecast aggregation," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2026-05, May.
- Saeed Varasteh Yazdi, 2025, "Cascading Multi-Agent Policy Optimization for Demand Forecasting," Post-Print, HAL, number hal-05656779, Jul, DOI: 10.3390/cmsf2025011018.
- Susan Jiménez-Montero, 2026, "Short-term Inflation Forecasts as an Input for the Formulation of Monetary Policy," Ensayos de Política Económica, Banco Central de Costa Rica, number 2603, Jun.
- Jason Abaluck & Kevin Bryan & Rebecca Ceppas de Castro & Basil Halperin & Todd Jones & Ezra Karger & Otto Kuusela & Dan Mayland & Ananaya Mittal & Connacher Murphy & Matt Reynolds & Josh Rosenberg & P, 2026, "Forecasting the Economic Effects of AI," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2026-07, Mar, DOI: 10.21033/wp-2026-07.
- Miquel Noguer I Alonso & Rodolfo Pereira Franklin, 2026, "Pretrained Time-Series Foundation Models for Financial Return Forecasting," Papers, arXiv.org, number 2606.27100, Jun.
- Li Chen & Yuanhua Feng, 2025, "Forecasting of trend stationary time series in SAP using a data-driven semiparametric ARMA model," Working Papers Dissertations, Paderborn University, Faculty of Business Administration and Economics, number 179, Aug.
- Sariola, Mikko & Viertola, Hannu, 2026, "The models and analysis behind the Bank of Finland's forecasts for the Finnish economy," BoF Economics Review, Bank of Finland, number 3/2026.
- Miquel Noguer i Alonso, 2026, "The Mathematics of Modeling the Future," Papers, arXiv.org, number 2606.20977, Jun.
- Rouven Beiner & Bernd Süssmuth, 2026, "Monotonic Polynomial GARCH Models for Conditional Higher Moments," CESifo Working Paper Series, CESifo, number 12734.
- Scott A. Brave & Ben Henken & Ezra Karger & Aryan Safi, 2026, "The Chicago Fed Labor Market Indicators: Bridging the Gap with Alternative Labor Data," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2026-09, Apr, DOI: 10.21033/wp-2026-09.
- Hördahl, Peter & Kısacıkoğlu, Burçin & Xia, Fan Dora, 2026, "Bond Yield Responses to Macro News: The Role of Macro Forecast Disagreement and Monetary Policy Uncertainty," CEPR Discussion Papers, Centre for Economic Policy Research, number 21501, May.
- McMahon, Michael & Petersen, Luba & Rholes, Ryan, 2026, "Rounding Up: Complexity, Satisficing, and Bias in Inflation Expectations," CEPR Discussion Papers, Centre for Economic Policy Research, number 21374, Apr.