Report NEP-FOR-2023-01-23

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:

• Meyer-Gohde, Alexander & Shabalina, Ekaterina, 2022. "Estimation and forecasting using mixed-frequency DSGE models," IMFS Working Paper Series 175, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Asati, Akshita, 2022. "A Comparative Study On Forecasting Consumer Price Index Of India Amongst XGBoost, Theta, ARIMA, Prophet And LSTM Algorithms," OSF Preprints hyqsb, Center for Open Science.
• Hamid Nasiri & Mohammad Mehdi Ebadzadeh, 2022. "Multi-step-ahead Stock Price Prediction Using Recurrent Fuzzy Neural Network and Variational Mode Decomposition," Papers 2212.14687, arXiv.org.
• Ziwei Mei & Zhentao Shi, 2022. "On LASSO for High Dimensional Predictive Regression," Papers 2212.07052, arXiv.org, revised Jan 2024.