Report NEP-FOR-2020-10-26

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:

• Alessandro Giovannelli & Daniele Massacci & Stefano Soccorsi, 2020. "Forecasting Stock Returns with Large Dimensional Factor Models," Working Papers 305661169, Lancaster University Management School, Economics Department.
• Olivier Darné & Amelie Charles, 2020. "Nowcasting GDP growth using data reduction methods: Evidence for the French economy," Post-Print hal-02948802, HAL.
• Gael M. Martin & Rub'en Loaiza-Maya & David T. Frazier & Worapree Maneesoonthorn & Andr'es Ram'irez Hassan, 2020. "Optimal probabilistic forecasts: When do they work?," Papers 2009.09592, arXiv.org.
• Dimitrakopoulos, Stefanos & Tsionas, Mike G. & Aknouche, Abdelhakim, 2020. "Ordinal-response models for irregularly spaced transactions: A forecasting exercise," MPRA Paper 103250, University Library of Munich, Germany, revised 01 Oct 2020.
• Zongwu Cai & Chaoqun Ma & Xianhua Mi, 2020. "Realized Volatility Forecasting Based on Dynamic Quantile Model Averaging," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202016, University of Kansas, Department of Economics, revised Sep 2020.
• Timo Dimitriadis & Xiaochun Liu & Julie Schnaitmann, 2020. "Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary," Papers 2009.07341, arXiv.org.
• Ruths Sion, Sebastian, 2020. "Time Series Analyses of Global Oil Prices: Shocks, Effects and Predictability," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 123161, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Rashad Ahmed & M. Hashem Pesaran, 2020. "Regional Heterogeneity and U.S. Presidential Elections," CESifo Working Paper Series 8615, CESifo.
• Hamed Vaheb, 2020. "Asset Price Forecasting using Recurrent Neural Networks," Papers 2010.06417, arXiv.org, revised Oct 2020.
• Sidra Mehtab & Jaydip Sen & Abhishek Dutta, 2020. "Stock Price Prediction Using Machine Learning and LSTM-Based Deep Learning Models," Papers 2009.10819, arXiv.org.
• Jonathan Berrisch & Florian Ziel, 2020. "Distributional Modeling and Forecasting of Natural Gas Prices," Papers 2010.06227, arXiv.org, revised Aug 2021.
• Xin Sheng & Rangan Gupta & Qiang Ji, 2020. "Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty," Working Papers 202092, University of Pretoria, Department of Economics.
• Kladivko, Kamil & Österholm, Pär, 2020. "Can Households Predict where the Macroeconomy is Headed?," Working Papers 2020:11, Örebro University, School of Business.
• Karimova, Amira, 2020. "Forecast of Ontario’s housing stock 2020-2046," MPRA Paper 103298, University Library of Munich, Germany.