Report NEP-FOR-2022-08-29

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:

• Takashi Nakazawa, 2022. "Constructing GDP Nowcasting Models Using Alternative Data," Bank of Japan Working Paper Series 22-E-9, Bank of Japan.
• Qian, Yilin & Thompson, Ryan & Vasnev, Andrey L, 2022. "Global combinations of expert forecasts," Working Papers BAWP-2022-02, University of Sydney Business School, Discipline of Business Analytics.
• Clements, Adam & Vasnev, Andrey, 2021. "Forecast combination puzzle in the HAR model," Working Papers BAWP-2021-01, University of Sydney Business School, Discipline of Business Analytics.
• Nyholm, Juho & Silvo, Aino, 2022. "A model for predicting Finnish household loan stocks," BoF Economics Review 4/2022, Bank of Finland.
• Grzegorz Marcjasz & Micha{l} Narajewski & Rafa{l} Weron & Florian Ziel, 2022. "Distributional neural networks for electricity price forecasting," Papers 2207.02832, arXiv.org, revised Dec 2022.
• Magnus, Jan & Vasnev, Andrey, 2021. "On the uncertainty of a combined forecast: The critical role of correlation," Working Papers BAWP-2022-01, University of Sydney Business School, Discipline of Business Analytics.
• Laura Coroneo & Fabrizio Iacone & Fabio Profumo, 2022. "Density forecast comparison in small samples," Discussion Papers 22/03, Department of Economics, University of York.
• Koffi, Siméon, 2022. "Prévision de l’inflation en Côte D’ivoire : Analyse Comparée des Modèles Arima, Holt-Winters, et Lstm [Inflation Forecasting in Côte D'Ivoire: A Comparative Analysis of the Arima, Holt-Winters, and," MPRA Paper 113961, University Library of Munich, Germany.
• Nabil Kahouadji, 2022. "Variations on two-parameter families of forecasting functions: seasonal/nonseasonal Models, comparison to the exponential smoothing and ARIMA models, and applications to stock market data," Papers 2207.04882, arXiv.org, revised Jul 2022.
• Fantazzini, Dean, 2022. "Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death," MPRA Paper 113744, University Library of Munich, Germany.
• Randal J. Verbrugge & Saeed Zaman, 2022. "Improving Inflation Forecasts Using Robust Measures," Working Papers 22-23R, Federal Reserve Bank of Cleveland, revised 30 May 2023.
• Gregory Benton & Wesley J. Maddox & Andrew Gordon Wilson, 2022. "Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes," Papers 2207.06544, arXiv.org.
• Giovanni Angelini & Giuseppe Cavaliere & Enzo D'Innocenzo & Luca De Angelis, 2022. "Time-Varying Poisson Autoregression," Papers 2207.11003, arXiv.org.
• Rangan Gupta & Xiaojin Sun, 2022. "Time-Varying Parameter Four-Equation DSGE Model," Working Papers 202234, University of Pretoria, Department of Economics.
• Mr. Sakai Ando & Mr. Futoshi Narita, 2022. "An Alternative Proof of Minimum Trace Reconciliation," IMF Working Papers 2022/136, International Monetary Fund.