Report NEP-FOR-2018-08-20

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.

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Other reports in NEP-FOR

The following items were announced in this report:

• MacDonald, Stephen & Ash, Mark & Cooke, Bryce, 2017. "The Evolution of Inefficiency in USDA’s Forecasts of U.S. and World Soybean Markets," MPRA Paper 87545, University Library of Munich, Germany.
• Mari Tanaka & Nicholas Bloom & Joel M. David & Maiko Koga, 2018. "Firm Performance and Macro Forecast Accuracy," NBER Working Papers 24776, National Bureau of Economic Research, Inc.
• Hyeong Kyu Choi, 2018. "Stock Price Correlation Coefficient Prediction with ARIMA-LSTM Hybrid Model," Papers 1808.01560, arXiv.org, revised Oct 2018.
• Jarek Duda & Ma{l}gorzata Snarska, 2018. "Modeling joint probability distribution of yield curve parameters," Papers 1807.11743, arXiv.org.
• Ray C. Fair, 2018. "Information Content of DSGE Forecasts," Cowles Foundation Discussion Papers 2140, Cowles Foundation for Research in Economics, Yale University.