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Report NEP-FOR-2026-08-17
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:
- Sergio A. Lago Alves & Waldyr Dutra Areosa & Carlos Viana de Carvalho, 2026, "Beating the “pros” with a semi-structural model of their own inflation forecasts," Staff Working Papers, Bank of Canada, number 26-11, Mar, DOI: 10.34989/swp-2026-11.
- Baumeister, Christiane & Huber, Florian & Lee, Thomas K. & Ravazzolo, Francesco, 2024, "Forecasting Natural Gas Prices in Real Time," CEPR Discussion Papers, Centre for Economic Policy Research, number 19669, Nov.
- Alice Treesa M & Dr. Arpita Choudhary, 2026, "Comparative Study of Machine Learning and Deep Learning Models for Short-Term Energy Consumption Prediction," Working Papers, Madras School of Economics,Chennai,India, number 2026-301, May.
- Joel P. Flynn & Maksim Meinert & Karthik A. Sastry, 2026, "Forecasting With Uncertain Persistence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2544, Jun.
- Peter Dixon, 2026, "Assessing Forecast Accuracy," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 582, Aug.
- Abdukakhkhor Abdurakhmonov, 2026, "Macroeconomic Forecasting Using Machine Learning Methods: An Application to Uzbekistan," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 19-2026, Aug.
- Wagenvoort, Benjamin & Lafond, François & Dyer, Joel & Farmer, J. Doyne, 2026, "Universality and predictability of technology diffusion," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2026-19, Aug.
- Consolo, Agostino & Foroni, Claudia & Lissona, Claudio & Schroeder, Christofer, 2026, "Forecasting the euro area job vacancy rate with earnings calls data," Working Paper Series, European Central Bank, number 3269, Aug.
- Stephen Millard, 2026, "Scenario Analysis as a Tool for Communicating Risks in Macroeconomic Forecasts," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 584, Aug.
- Araujo, Douglas & Bokan, Nikola & Comazzi, Fabio & Lenza, Michele, 2024, "Word2Prices: Embedding Central Bank Communications for Inflation Prediction," CEPR Discussion Papers, Centre for Economic Policy Research, number 19784, Dec.
- Weiye Xi & Ciamac C. Moallemi & Mallesh Pai & Shouqiao Wang, 2026, "Volatility in Prediction Markets: A Structural Approach," Papers, arXiv.org, number 2607.08199, Jul, revised Jul 2026.
- Mackereth, Ivy & Bora, Siddhartha, 2026, "Fixed-Horizon Commodity Price Forecasts from WASDE Reports," 3rd ASEAN University Symposium for Sustainable Food Systems, Faculty of Agriculture, Chiang Mai University, Thailand, May 21-22, 2026, Association of Southeast Asian Nations (ASEAN), number 404812, DOI: 10.22004/ag.econ.404812.
- Tamkin Nuriyev & Aygun Garayeva & Gulzar Tahirova, 2026, "Construction and Forecasting of the Imported Food Price Index in Azerbaijan," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 20-2026, Aug.
- Baley, Isaac & Turen, Javier, 2025, "Lumpy Forecasts," CEPR Discussion Papers, Centre for Economic Policy Research, number 19824, Jan.
- Özer, Yeliz & del Barrio Castro, Tomás & Escribano, Álvaro & Sibbertsen, Philipp, 2026, "Modeling Long Memory in 67 Million Years of Cyclical Climate Trends: Anticipating Future Cycles," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-751, Aug.
- Yannick Hoga & Niklas V. Lehmann, 2026, "Time preference effects in forecasting," Papers, arXiv.org, number 2607.13759, Jul.
- Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2026, "Price Conflict and US Stock Return Volatility Forecasting: Insights from over 150 Years with a Mixed-Frequency Framework," Working Papers, University of Pretoria, Department of Economics, number 202620, Aug.
- Guo, Hongfei & Marín Díazaraque, Juan Miguel & Veiga, Helena, 2026, "Diagnosing and Stabilizing Dynamic Correlations in Multivariate Stochastic Volatility Models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 50561, Jul.
- Chahad, Mohammed & Mogliani, Matteo & Bańbura, Marta & Kulikov, Dmitry & Montes-Galdón, Carlos & Landau, Bettina & Meunier, Baptiste & Odendahl, Florens & Paredes, Joan & Sigwalt, Antoine & Theofilako, 2026, "Macro-at-Risk in the euro area Expert Group on Macro-at-Risk Time-Series Workstream," Occasional Paper Series, European Central Bank, number 396, Aug.
- Junyu Chen & Tom Boot & Lingwei Kong & Weining Wang, 2026, "Transformer-based CoVaR: Systemic Risk in Textual Information," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 26/840, 01.
- Stephen Millard, 2026, "Communicating Uncertainty in Macroeconomic Forecasts," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 583, Aug.
- Bartram, Söhnke & Chhaochharia, Vidhi & Kumar, Alok & Mo, Hongwei, 2024, "Learning from Local Analysts," CEPR Discussion Papers, Centre for Economic Policy Research, number 19670, Nov.
- Bartram, Söhnke & Grinblatt, Mark & Xu, Yan, 2025, "Monetary Policy Predicts Currency Movements," CEPR Discussion Papers, Centre for Economic Policy Research, number 19881, Jan.
- Calvo, Richard & Pons, Vincent & Shapiro, Jesse, 2024, "Pitfalls of Demographic Forecasts of US Elections," CEPR Discussion Papers, Centre for Economic Policy Research, number 19564, Oct.
- Chernov, Mikhail & Elenev, Vadim & Song, Dongho, 2025, "The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls," CEPR Discussion Papers, Centre for Economic Policy Research, number 19836, Jan.