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Report NEP-FOR-2026-09-28
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:
- Mertens, Elmar & Clark, Todd E., 2026, "Entropic tilting of forecasts to SPF histograms: analytics & applications," Working Paper Series, European Central Bank, number 3284, Sep.
- Arkadiusz Lipiecki & Nikolaos Kourentzes & Rafal Weron, 2026, "Stealing profits: Spread-based temporal hierarchy forecasting for day-ahead electricity markets," Papers, arXiv.org, number 2609.23223, Sep.
- Donia Besher & Rajdeep Pathak & Madhurima Panja & Tanujit Chakraborty, 2026, "Beyond Point Forecasts: A Survey on Probabilistic Forecasting for Time Series and Spatiotemporal Data," Papers, arXiv.org, number 2609.13345, Sep.
- Xi Chen, 2026, "Revisiting the Rules-versus-Discretion Debate: Forecasting Evidence from the Bank of England, 1870-1913," Papers, arXiv.org, number 2609.10544, Jun.
- Martin McCarthy & Umberto Collodel & Prakash Loungani, 2026, "Real GDP Forecasts by International Organisations," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2026-05, Sep, DOI: 10.47688/rdp2026-05.
- Blagov, Boris & Krause, Clara, 2026, "Does it add up? Reconciling forecasts and impulse responses for hierarchical macroeconomic data," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 1224, DOI: 10.4419/96973409.
- Gergely Csurilla & L'aszl'o Csat'o, 2026, "Match forecasts in UEFA club competitions: Elo ratings versus Transfermarkt valuations," Papers, arXiv.org, number 2609.21674, Sep.
- Alexander W. Crosier, 2026, "Prediction Markets Beat the Weather Forecast on Tomorrow's High Temperature," Papers, arXiv.org, number 2609.23969, Sep.
- Runyao Yu & Derek W. Bunn, 2026, "OrderFusion+: Probabilistic Buy--Sell Price Trajectory Forecasting in Intraday Electricity Markets," Papers, arXiv.org, number 2609.23598, Sep.
- Rishabh Choudhary & Chetan Dave & Chetan Ghate, 2026, "Forecasting Indian Core Inflation: Simple Made Simpler," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-83, Sep.
- Guo, Hongfei & Marín, Juan Miguel & Veiga, Helena, 2026, "Testing Whether Volatility Model Gains Persist: A Prespecified Holdout in Tail Risk Forecasting," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 50798, Sep.
- Aashish Bohra & Vivek Vijay, 2026, "WaVeFuse: Regime-Adaptive Equity Index Forecasting via Channel-Wise Wavelet Denoising and Vertical Attention Fusion," Papers, arXiv.org, number 2609.14733, Sep.
- Ayla Jungbluth & Johannes Lederer & Simon Trimborn, 2026, "Market-Informed Networks for Modeling and Forecast Evaluation of Financial Extremes," Papers, arXiv.org, number 2609.11575, Sep.
- Szörfi, Béla, 2026, "The factors behind output gap revisions," Occasional Paper Series, European Central Bank, number 399, Sep.
- Yu Peng & Matloob Khushi & Josiah Poon, 2026, "CAST: A Cross-Asset State-Space Trading System for Drawdown Control in Stock Markets," Papers, arXiv.org, number 2609.14205, Sep.
- Aashish Bohra & Vivek Vijay, 2026, "VertiFuseX: Generalizable Financial Forecasting via Multi-Stream Temporal Fusion," Papers, arXiv.org, number 2609.12793, Sep.
- Xu, Yongdeng, 2026, "Learn the measure, estimate the moment: machine-learned drivers in dynamic conditional correlation models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2026/12, Sep.
- Zijiang Yang, 2026, "Leaky-integrator reconstruction: taming error accumulation in recursive differenced time-series forecasting," Papers, arXiv.org, number 2609.23378, Sep, revised Sep 2026.