Report NEP-FOR-2026-10-05

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:

• Aitor Ciarreta & Peru Muniain & Ainhoa Zarraga, 2026, "A distributional modelling approach with application to electricity price forecasting," Papers, arXiv.org, number 2610.01465, Oct.
• Hengyi Yang & Sida Lin & Yiyan Qi & Yankai Chen & Haohan Zhang & Xianhua Peng & Jian Guo, 2026, "Hierarchical Multi-Task Learning with Liquidity-Aware Signals for Stock Forecasting," Papers, arXiv.org, number 2609.25617, Sep.
• Tamkin Nuriyev & Aygun Garayeva & Gulzar Tahirova, 2026, "Construction and Forecasting of the Imported Food Price Index in Azerbaijan," Working Papers, Central Bank of Azerbaijan Republic, number 2601, Jan.
• Zhiruo Zhang & Firmin Doko Tchatoka & Qazi Haque, 2026, "Adaptive Bayesian Shrinkage of High-Dimensional Panel VARs," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2026-05 Classification-C1, May.
• Masoud Soleimani, 2026, "Target alignment, dilution and forecast selection when cross-sectional forecasts share a common target," Papers, arXiv.org, number 2609.26303, Sep.
• Andrzej Tokajuk & Jaros{l}aw A. Chudziak, 2026, "Loss Choice or Model Choice? The Role of Forecast Level in Cryptocurrency Volatility Forecasting," Papers, arXiv.org, number 2609.27024, Sep.
• Nabeel Ahmad Saidd, 2026, "HARN: Hierarchical Associative Resonance Network for Event-Driven Multi-Timeframe Forecasting," Papers, arXiv.org, number 2609.26822, Sep.
• Michela Eugenia Pasetto, 2026, "A method for forecasting unquoted shares of non-financial corporations in the Italian financial accounts," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 1037, Jul.
• Schröder, Maximilian, 2026, "Multivariate uncertainty and distributional transmission," Working Paper Series, European Central Bank, number 3290, Sep.
• Farid Muradzada & Khazan Bakhshaliyev, 2025, "Oil Price Projection Model," Working Papers, Central Bank of Azerbaijan Republic, number 2503, Aug.
• Paul Hubert & Rose Portier, 2026, "Does uncertainty surrounding inflation forecasts predict their accuracy?
  [L'incertitude autour des prévisions d’inflation prédit-elle leur précision ?]," Eco Notepad, Banque de France, number 461, Oct.
• Guido Bulligan & Paolo Farroni, 2026, "Explaining the recent dynamics of the saving rate in the euro area: evidence from the Consumer Expectations Survey," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 1046, Jul.
• Lucas Harlaar & Jan van den Brakel & Siem Jan Koopman, 2026, "Synchronized Time Series Models for National Accounts Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 26-073/III, Sep.
• Aojie Yuan & Haiyue Zhang & Zijian Su, 2026, "Jacobian Rank Collapse in Decision-Focused Learning," Papers, arXiv.org, number 2609.39261, Sep.
• Pierre Aldama & Alice Carroy & Bruno Ducoudré & Raphaël Martin & Mylène Sabatini & David Sabes, 2026, "An Update of FR-BDF Basic Model Elasticities and the FR-BMEs Model: A Simplified Forecasting Platform for Banque de France Macroeconomic Interim Projections," Working papers, Banque de France, number 1045.
• Xinyu Song, 2026, "Network Realized GARCH--It\^o Models: Volatility Spillovers with High-Frequency Identification," Papers, arXiv.org, number 2609.29515, Aug.
• Edward P. Herbst & Karen Page, 2026, "Optimal Pooling in Taylor Rule Estimation with Multiple-Horizon Forecast Panels," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-064, Sep, DOI: 10.17016/FEDS.2026.064.
• Zeno Enders & Sophia Oberbrinkmann, 2026, "Implications of Inflation Forecast Targeting for Fiscal Policy," CESifo Working Paper Series, CESifo, number 12991.
• Shuping Shi & Jun Yu & Chen Zhang, 2026, "Beyond the HAR: A New Benchmark for Volatility Forecasting," Working Papers, University of Macau, Faculty of Business Administration, number 202648, Sep.
• Colin Aitken & Michael K. Tippett & Pedram Hassanzadeh & Katherine Kowal & Rendani Mbuvha & John H. Marsham & Shruti Nath & Ousmane Ndiaye & Douglas J. Parker & Caroline M Wainwright & Michael Kremer , 2026, "Can we create a `race to the top' for weather forecasts to inform smallholder farmer decisions?," Papers, arXiv.org, number 2610.00782, Sep, revised Oct 2026.
• Joel Pfeffer & J. M. Diederik Kruijssen & Florian Stecker & Steven N. Longmore, 2026, "Introducing the CZAR Loss: A Tailored Objective Function for Financial Log-Return Predictions," Papers, arXiv.org, number 2609.36061, Sep.
• Zongwu Cai & Ying Fang & Ming Lin & Zeqin Liu, 2026, "From Text to Evidence: LLMs in Economics and Finance," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202618, Sep, revised Sep 2026.

Report NEP-FOR-2026-10-05

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: