Report NEP-FOR-2020-05-04

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:

• Christopher A. Hollrah & Steven A. Sharpe & Nitish R. Sinha, 2020. "The Power of Narratives in Economic Forecasts," Finance and Economics Discussion Series 2020-001, Board of Governors of the Federal Reserve System (U.S.).
• Samudra Dasgupta & Kathleen E. Hamilton & Arnab Banerjee, 2020. "Characterizing the memory capacity of transmon qubit reservoirs," Papers 2004.08240, arXiv.org, revised Sep 2022.
• Dominik Martin & Philipp Spitzer & Niklas Kuhl, 2020. "A New Metric for Lumpy and Intermittent Demand Forecasts: Stock-keeping-oriented Prediction Error Costs," Papers 2004.10537, arXiv.org.
• Martins, Manuel M. F. & Verona, Fabio, 2020. "Forecasting inflation with the New Keynesian Phillips curve : Frequency matters," Research Discussion Papers 4/2020, Bank of Finland.
• António Rua & Carlos Melo Gouveia & Nuno Lourenço, 2020. "Forecasting tourism with targeted predictors in a data-rich environment," Working Papers w202005, Banco de Portugal, Economics and Research Department.
• Tweneboah Senzu, Emmanuel, 2020. "Modern currency exchange rate behaviour and proposed trend-like forecasting model," MPRA Paper 99933, University Library of Munich, Germany.
• Faria, Gonçalo & Verona, Fabio, 2020. "Time-frequency forecast of the equity premium," Research Discussion Papers 6/2020, Bank of Finland.
• Wei Wei & Asger Lunde, 2020. "Identifying Risk Factors and Their Premia: A Study on Electricity Prices," Monash Econometrics and Business Statistics Working Papers 10/20, Monash University, Department of Econometrics and Business Statistics.
• Özbekler, Ali Gencay & Kontonikas, Alexandros & Triantafyllou, Athanasios, 2020. "Volatility Forecasting in European Government Bond Markets," Essex Finance Centre Working Papers 27362, University of Essex, Essex Business School.
• Pushpendu Ghosh & Ariel Neufeld & Jajati Keshari Sahoo, 2020. "Forecasting directional movements of stock prices for intraday trading using LSTM and random forests," Papers 2004.10178, arXiv.org, revised Jun 2021.
• Edmond Berisha & David Gabauer & Rangan Gupta & Jacobus Nel, 2020. "Time-Varying Predictability of Financial Stress on Inequality in United Kingdom," Working Papers 202030, University of Pretoria, Department of Economics.
• Leonardo Costa Ribeiro & Américo Tristão Bernardes, 2020. "Estimate of underreporting of COVID-19 in Brazil by Acute Respiratory Syndrome hospitalization reports," Notas Técnicas Cedeplar-UFMG 010, Cedeplar, Universidade Federal de Minas Gerais.