Report NEP-FOR-2021-05-10

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:

• Timmermann, Allan & Zhu, Yinchu, 2021. "Conditional Rotation Between Forecasting Models," CEPR Discussion Papers 15917, C.E.P.R. Discussion Papers.
• Engel, Charles & Wu, Steve Pak Yeung, 2021. "Forecasting the U.S. Dollar in the 21st Century," CEPR Discussion Papers 15915, C.E.P.R. Discussion Papers.
• Marcellino, Massimiliano & Clark, Todd & Carriero, Andrea & Mertens, Elmar, 2021. "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," CEPR Discussion Papers 15964, C.E.P.R. Discussion Papers.
• Qiutong Guo & Shun Lei & Qing Ye & Zhiyang Fang, 2021. "MRC-LSTM: A Hybrid Approach of Multi-scale Residual CNN and LSTM to Predict Bitcoin Price," Papers 2105.00707, arXiv.org.
• Navid Mottaghi & Sara Farhangdoost, 2021. "Stock Price Forecasting in Presence of Covid-19 Pandemic and Evaluating Performances of Machine Learning Models for Time-Series Forecasting," Papers 2105.02785, arXiv.org.
• Foucault, Thierry & Frésard, Laurent, 2021. "Does Alternative Data Improve Financial Forecasting? The Horizon Effect," CEPR Discussion Papers 15786, C.E.P.R. Discussion Papers.
• Wilson, Thomas & Grossman, Irina & Alexander, Monica & Rees, Philip & Temple, Jeromey, 2021. "Methods for small area population forecasts: state-of-the-art and research needs," SocArXiv sp6me, Center for Open Science.
• Pacifico, Antonio, 2021. "Semiparametric Forecasting Problem in High Dimensional Dynamic Panel with Correlated Random Effects: A Hierarchical Empirical Bayes Approach," MPRA Paper 107523, University Library of Munich, Germany.
• Lenza, Michele & Cimadomo, Jacopo & Giannone, Domenico & Monti, Francesca & Sokol, Andrej, 2021. "Nowcasting with Large Bayesian Vector Autoregressions," CEPR Discussion Papers 15854, C.E.P.R. Discussion Papers.
• Ayodele Idowu, Mr, 2021. "Econometric Modelling and Forecasting Foreign Direct Investment Inflows in Nigeria: ARIMA Model Approach," MPRA Paper 107466, University Library of Munich, Germany, revised 30 Apr 2021.
• Timmermann, Allan & Møller, Stig & Pedersen, Thomas & Schütte, Erik Christian Montes, 2021. "Search and Predictability of Prices in the Housing Market," CEPR Discussion Papers 15875, C.E.P.R. Discussion Papers.
• Nicolas Scelles & Wladimir Andreff & Liliane Bonnal & Madeleine Andreff & Pascal Favard, 2020. "Forecasting National Medal Totals at the Summer Olympic Games Reconsidered," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03206951, HAL.
• Nicolas Scelles & Wladimir Andreff & Liliane Bonnal & Madeleine Andreff & Pascal Favard, 2020. "Forecasting National Medal Totals at the Summer Olympic Games Reconsidered," Post-Print hal-03206951, HAL.