Report NEP-FOR-2020-12-21
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FOR
The following items were announced in this report:
- Laura Liu, 2020. "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," CAEPR Working Papers 2020-003, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2020. "Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value?," Working Papers 2020107, University of Pretoria, Department of Economics.
- Felix Haase & Matthias Neuenkirch, 2020. "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," Working Paper Series 2020-03, University of Trier, Research Group Quantitative Finance and Risk Analysis.
- Gaurang Rami, 2020. "Determinants and Forecasting of Female Labour Force Participation Rate in India: Testing of Feminization U hypothesis," ICDD Working Papers 29, University of Kassel, Fachbereich Gesellschaftswissenschaften (Social Sciences), Internatioanl Center for Development and Decent Work (ICDD).
- Joseph P Janzen & Nicolas Legrand, 2019. "Wheat Futures Trading Volume Forecasting and the Value of Extended Trading Hours," Working Papers hal-02945376, HAL.
- Paul Labonne, 2020. "Asymmetric uncertainty : Nowcasting using skewness in real-time data," Papers 2012.02601, arXiv.org, revised May 2024.
- J-C Gerlach & Dongshuai Zhao, CFA & Didier Sornette, 2020. "Forecasting Financial Crashes: A Dynamic Risk Management Approach," Swiss Finance Institute Research Paper Series 20-103, Swiss Finance Institute.
- Cornelia Ilin & Sébastien E. Annan-Phan & Xiao Hui Tai & Shikhar Mehra & Solomon M. Hsiang & Joshua E. Blumenstock, 2020. "Public Mobility Data Enables COVID-19 Forecasting and Management at Local and Global Scales," NBER Working Papers 28120, National Bureau of Economic Research, Inc.