Report NEP-FOR-2023-03-06

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:

• Hyeongwoo Kim & Jisoo Son, 2023. "Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors," Auburn Economics Working Paper Series auwp2023-02, Department of Economics, Auburn University.
• Hana, Yuefeng & Chenb, Rong & Zhangb, Cun-Hui & Yao, Qiwei, 2023. "Simultaneous decorrelation of matrix time series," LSE Research Online Documents on Economics 117386, London School of Economics and Political Science, LSE Library.
• Jack Fosten & Daniel Gutknecht & Marc-Oliver Pohle, 2023. "Testing Quantile Forecast Optimality," Papers 2302.02747, arXiv.org, revised Oct 2023.