Report NEP-FOR-2019-10-21

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:

• Florian Eckert & Rob J Hyndman & Anastasios Panagiotelis, 2019. "Forecasting Swiss Exports Using Bayesian Forecast Reconciliation," Monash Econometrics and Business Statistics Working Papers 14/19, Monash University, Department of Econometrics and Business Statistics.
• Chatziantoniou, Ioannis & Degiannakis, Stavros & Filis, George, 2019. "Futures-based forecasts: How useful are they for oil price volatility forecasting?," MPRA Paper 96446, University Library of Munich, Germany.
• Meri Papavangjeli, 2019. "Forecasting the Albanian short-term inflation through a Bayesian VAR model," IHEID Working Papers 16-2019, Economics Section, The Graduate Institute of International Studies, revised 09 Oct 2019.
• Shanika L Wickramasuriya & Berwin A Turlach & Rob J Hyndman, 2019. "Optimal Non-negative Forecast Reconciliation," Monash Econometrics and Business Statistics Working Papers 15/19, Monash University, Department of Econometrics and Business Statistics.
• Ulfa, Ulia & Sumijan, Sumijan & Nurcahyo, Gunadi Widi, 2019. "Peramalan Penjualan Pupuk Menggunakan Metode Trend Moment [Forecast of Fertilizer Sales Using the Trend Moment Method]," MPRA Paper 96523, University Library of Munich, Germany.
• Joshua C.C. Chan, 2019. "Large hybrid time-varying parameter VARs," CAMA Working Papers 2019-77, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Gaglianone, Wagner Piazza & Giacomini, Raffaella & Issler, João Victor & Skreta, Vasiliki, 2019. "Incentive-driven Inattention," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 811, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
• Maas, Benedikt, 2019. "Nowcasting and forecasting US recessions: Evidence from the Super Learner," MPRA Paper 96408, University Library of Munich, Germany.
• Manuel Moreno & Alfonso Novales & Federico Platania, 2019. "A term structure model under cyclical fluctuations in interest rates," Documentos de Trabajo del ICAE 2019-31, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Oliver Merz & Raphael Flepp & Egon Franck, 2020. "Sonic Thunder vs. Brian the Snail : Are people affected by uninformative racehorse names?," Working Papers 384, University of Zurich, Department of Business Administration (IBW).
• Atefeh Zamani & Hossein Haghbin & Maryam Hashemi & Rob J Hyndman, 2019. "Seasonal Functional Autoregressive Models," Monash Econometrics and Business Statistics Working Papers 16/19, Monash University, Department of Econometrics and Business Statistics.
• Deborah Gefang & Gary Koop & Aubrey Poon, 2019. "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," Discussion Papers in Economics 19/05, Division of Economics, School of Business, University of Leicester.
• Jifei Wang & Lingjing Wang, 2019. "Residual Switching Network for Portfolio Optimization," Papers 1910.07564, arXiv.org.
• Vinci Chow, 2019. "Predicting Auction Price of Vehicle License Plate with Deep Residual Learning," Papers 1910.04879, arXiv.org.