Report NEP-FOR-2023-05-08

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:

• Andrianady, Josué R., 2023. "Crunching the Numbers: A Comparison of Econometric Models for GDP Forecasting in Madagascar," MPRA Paper 116916, University Library of Munich, Germany.
• Stephen G. Hall & George S. Tavlas & Yongli Wang, 2023. "Forecasting inflation: the use of dynamic factor analysis and nonlinear combinations," Working Papers 314, Bank of Greece.
• Andrianady, Josué R., 2023. "Comparing Econometric Models for Forecasting GDP in Madagascar," MPRA Paper 116911, University Library of Munich, Germany.
• Rafael Alves & Diego S. de Brito & Marcelo C. Medeiros & Ruy M. Ribeiro, 2023. "Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage," Papers 2303.16151, arXiv.org.
• Nikolas Michael & Mihai Cucuringu & Sam Howison, 2023. "OFTER: An Online Pipeline for Time Series Forecasting," Papers 2304.03877, arXiv.org.