Report NEP-FOR-2021-09-13

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:

• Chow, Hwee Kwan & Han, Daniel, 2021. "Forecast Pooling or Information Pooling During Crises? MIDAS Forecasting of GDP in a Small Open Economy," Economics and Statistics Working Papers 6-2021, Singapore Management University, School of Economics.
• Castro-Iragorri, C & Ramírez, J, 2021. "Forecasting Dynamic Term Structure Models with Autoencoders," Documentos de Trabajo 19431, Universidad del Rosario.
• Dinges, Kaitlyn M. & Schroeder, Ted C., 2021. "Forecasting Regional Lean Hog Basis using GARCH Models," 2021 Annual Meeting, August 1-3, Austin, Texas 312874, Agricultural and Applied Economics Association.
• Lucien Boulet, 2021. "Forecasting High-Dimensional Covariance Matrices of Asset Returns with Hybrid GARCH-LSTMs," Papers 2109.01044, arXiv.org.
• Ibendahl, Gregory A., 2021. "Forecasting Net Farm Income Based on Historical Farm Data and Future Prices," 2021 Annual Meeting, August 1-3, Austin, Texas 312682, Agricultural and Applied Economics Association.