Report NEP-FOR-2022-07-25

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:

• Mr. Sakai Ando & Mr. Taehoon Kim, 2022. "Systematizing Macroframework Forecasting: High-Dimensional Conditional Forecasting with Accounting Identities," IMF Working Papers 2022/110, International Monetary Fund.
• Rueben Ellul & Germano Ruisi, 2022. "Nowcasting the Maltese economy with a dynamic factor model," CBM Working Papers WP/02/2022, Central Bank of Malta.
• Waychal, Nachiketas & Laha, Arnab Kumar & Sinha, Ankur, 2022. "Customized forecasting with Adaptive Ensemble Generator," IIMA Working Papers WP 2022-06-04, Indian Institute of Management Ahmedabad, Research and Publication Department.
• Alexandros E. Milionis & Nikolaos G. Galanopoulos & Peter Hatzopoulos & Aliki Sagianou, 2022. "Forecasting actuarial time series: a practical study of the effect of statistical pre-adjustments," Working Papers 297, Bank of Greece.
• Robert Ambrisko, 2022. "Nowcasting Macroeconomic Variables Using High-Frequency Fiscal Data," Working Papers 2022/5, Czech National Bank.
• Yanzhao Zou & Dorien Herremans, 2022. "PreBit -- A multimodal model with Twitter FinBERT embeddings for extreme price movement prediction of Bitcoin," Papers 2206.00648, arXiv.org, revised Oct 2023.
• Sara B. Heller & Benjamin Jakubowski & Zubin Jelveh & Max Kapustin, 2022. "Machine Learning Can Predict Shooting Victimization Well Enough to Help Prevent It," NBER Working Papers 30170, National Bureau of Economic Research, Inc.
• Michael Kitchener & Nandini Anantharama & Simon D. Angus & Paul A. Raschky, 2022. "Predicting Political Ideology from Digital Footprints," Papers 2206.00397, arXiv.org.