Report NEP-FOR-2019-06-17

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.

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Other reports in NEP-FOR

The following items were announced in this report:

• Saulius Jokubaitis & Dmitrij Celov & Remigijus Leipus, 2019. "Sparse structures with LASSO through Principal Components: forecasting GDP components in the short-run," Papers 1906.07992, arXiv.org, revised Oct 2020.
• Timmermann, Allan & Zhu, Yinchu, 2019. "Comparing Forecasting Performance with Panel Data," CEPR Discussion Papers 13746, C.E.P.R. Discussion Papers.
• Mohamed Chikhi & Claude Diebolt & Tapas Mishra, 2019. "Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model," Working Papers of BETA 2019-24, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Oleksiy Kryvtsov & Luba Petersen, 2019. "Central Bank Communication That Works: Lessons from Lab Experiments," Staff Working Papers 19-21, Bank of Canada.
• Mueller, Hannes & Rauh, Christopher, 2019. "The Hard Problem of Prediction for Conflict Prevention," CEPR Discussion Papers 13748, C.E.P.R. Discussion Papers.
• Szabolcs Deák & Paul Levine & Afrasiab Mirza & Joseph Pearlman, 2019. "Designing Robust Monetary Policy Using Prediction Pools," School of Economics Discussion Papers 1219, School of Economics, University of Surrey.
• Earo Wang & Dianne Cook & Rob J Hyndman, 2019. "A New Tidy Data Structure to Support Exploration and Modeling of Temporal Data," Monash Econometrics and Business Statistics Working Papers 12/19, Monash University, Department of Econometrics and Business Statistics.