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Report NEP-FOR-2026-09-14
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 Adrian & Domenico Giannone & Matteo Luciani & Mike West, 2026, "Risks and Uncertainty in Monetary Policy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-061, Sep, DOI: 10.17016/FEDS.2026.061.
- Marcus Buckmann & Galina Potjagailo & Philip Schnattinger, 2025, "Blockwise Boosted Inflation: Non-linear determinants of inflation using machine learning," Bank of England Staff Working Paper series, Bank of England, number 1143, Sep.
- Prengle, Scott H., 2026, "Regimes, Not Forecasts: Reassessing Dynamic Nelson-Siegel Term Structure Forecasting, and a Proposed Descriptive Alternative," MPRA Paper, University Library of Munich, Germany, number 130391, Aug.
- Marcus Buckmann & Galina Potjagailo, 2025, "Infusing economically motivated structure into machine learning methods," Bank of England Staff Working Paper series, Bank of England, number 1144, Sep.
- Florian Huber & Aubrey Poon & Dan Zhu, 2026, "Soft-Noncrossing Bayesian Panel Quantile Regression for Measuring Climate Tail Risk," Papers, arXiv.org, number 2608.04664, Aug.
- Reis, Ricardo, 2026, "Why did inflation rise and fall in 2021–2024? Channels and evidence from expectations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 138478, Aug.
- Rawend Brahem, 2026, "Forecasting Inflation in Tunisia Using Machine Learning Methods," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 25-2026, Sep, revised 17 Sep 2026.
- Dominik Manuel Buchegger & Lukas Gonon, 2026, "Arbitrage-Aware Probabilistic Multi-Step Forecasting of Implied Volatility Surfaces: Joint Generation of Surface-Return Trajectories Using Latent Diffusion," Papers, arXiv.org, number 2608.22478, Aug, revised Oct 2026.
- Isaiah Andrews & Suproteem Sarkar, 2026, "Dutch Books for Language Models," Papers, arXiv.org, number 2609.02797, Sep.
- Demetrio Lacava & Paolo Santucci de Magistris, 2026, "Illiquidity at Risk," Papers, arXiv.org, number 2609.00943, Sep.
- Stefania D'Amico & Thomas B. King & Francisco Torralba, 2026, "How Do Market Expectations React to the FOMC Dot Plot?," Staff Reports, Federal Reserve Bank of New York, number 1204, Sep, DOI: 10.59576/sr.1204.
- Benedikt Ballensiefen & Fabricius Somogyi & Hannah L Winterberg, 2026, "Demand for Dollars: Evidence from Survey Expectations," IMF Working Papers, International Monetary Fund, number 2026/186, Sep.
- Hervé Andrès & Alexandre Boumezoued & Benjamin Jourdain, 2026, "The implied volatility surface (also) is path-dependent," Post-Print, HAL, number hal-04362544, Apr, DOI: 10.1080/14697688.2026.2637739.