Report NEP-FOR-2019-09-30

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:

• Frank Bohn & Francisco José Veiga, 2019. "Political Budget Forecast Cycles," NIPE Working Papers 12/2019, NIPE - Universidade do Minho.
• Chakraborty, Lekha & Chakraborty, Pinaki & Shrestha, Ruzel, 2019. "Budget Credibility of Subnational Governments: Analyzing the Fiscal Forecasting Errors of 28 States in India," MPRA Paper 95921, University Library of Munich, Germany.
• Jialin Liu & Chih-Min Lin & Fei Chao, 2019. "Gradient Boost with Convolution Neural Network for Stock Forecast," Papers 1909.09563, arXiv.org.
• Becker, Janis & Hollstein, Fabian & Prokopczuk, Marcel & Sibbertsen, Philipp, 2019. "The Memory of Beta Factors," Hannover Economic Papers (HEP) dp-661, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Mehmet Selman Colak & Ibrahim Ethem Guney & Ahmet Senol & Muhammed Hasan Yilmaz, 2019. "Monitoring and Forecasting Cyclical Dynamics in Bank Credits: Evidence from Turkish Banking Sector," Working Papers 1929, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Troy D Matheson, 2019. "How to Improve Inflation Forecasting in Canada," IMF Working Papers 19/190, International Monetary Fund.
• Fantazzini, Dean & Shangina, Tamara, 2019. "The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades," MPRA Paper 95992, University Library of Munich, Germany.
• Victor Chernozhukov & Kaspar Wuthrich & Yinchu Zhu, 2019. "Distributional conformal prediction," Papers 1909.07889, arXiv.org, revised Aug 2021.
• Dmitry Zotikov & Anton Antonov, 2019. "CME Iceberg Order Detection and Prediction," Papers 1909.09495, arXiv.org.