Report NEP-FOR-2021-07-19

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:

• Selcuk Gul & Abdullah Kazdal, 2021. "Nowcasting and Short-term Forecasting Turkish GDP: Factor-MIDAS Approach," Working Papers 2111, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Hager Ben Romdhane, 2021. "Nowcasting in Tunisia using large datasets and mixed frequency models," IHEID Working Papers 11-2021, Economics Section, The Graduate Institute of International Studies.
• Emilio Blanco & Laura D’Amato & Fiorella Dogliolo & Lorena Garegnani, 2021. "Nowcast of Macroeconomic Aggregates in Argentina: Comparing the Predictive Capacity of Different Models," BCRA Working Paper Series 202190, Central Bank of Argentina, Economic Research Department.
• Bodha Hannadige, Sium & Gao, Jiti & Silvapulle, Mervyn & Silvapulle, Param, 2021. "Time Series Forecasting using a Mixture of Stationary and Nonstationary Predictors," MPRA Paper 108669, University Library of Munich, Germany, revised 30 Apr 2021.
• Antoine Ferré & Guillaume de Certaines & Jérôme Cazelles & Tancrède Cohet & Arash Farnoosh & Frédéric Lantz, 2021. "Short-term electricity price forecastingmodels comparative analysis : Machine Learning vs. Econometrics," Working Papers hal-03262208, HAL.
• Mikkel Bennedsen & Asger Lunde & Neil Shephard & Almut E. D. Veraart, 2021. "Inference and forecasting for continuous-time integer-valued trawl processes," Papers 2107.03674, arXiv.org, revised Feb 2023.