Deep Video Prediction for Time Series Forecasting,
Zhen Zeng, Tucker Balch and Manuela Veloso,
from arXiv.org
(2021)
Depth-Weighted Forecast Combination: Application to COVID-19 Cases,
Yoonseok Lee and Donggyu Sul,
from Center for Policy Research, Maxwell School, Syracuse University
(2021)
Keywords: Forecast Combination, Forecast depth, Depth-weighted trimmed mean, COVID-19
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility,
Andrea Carriero, Todd Clark, Massimiliano Marcellino and Elmar Mertens,
from Federal Reserve Bank of Cleveland
(2021)
Keywords: Bayesian VARs; stochastic volatility; outliers; pandemics; forecasts
Do Expert Experience and Characteristics Affect Inflation Forecasts?,
Jonathan Benchimol, Makram El-Shagi and Yossi Saadon,
from Bank of Israel
(2020)
Keywords: expert forecast, behavioral economics, survival analysis, panel estimation, global financial crisis
General Bayesian time-varying parameter VARs for modeling government bond yields,
Manfred Fischer, Niko Hauzenberger, Florian Huber and Michael Pfarrhofer,
from WU Vienna University of Economics and Business
(2022)
Keywords: Bayesian shrinkage, interest rate forecasting, latent effect modifers, MCMC sampling
Augmented Real-Time GARCH: A Joint Model for Returns, Volatility and Volatility of Volatility,
Yashuang (Dexter) Ding,
from Faculty of Economics, University of Cambridge
(2021)
Keywords: GARCH, diffusion limit, forecasting, volatility of volatility
Forecasting Brazilian Inflation with the Hybrid New Keynesian Phillips Curve: Assessing the Predictive Role of Trading Partners,
Carlos A. Medel,
from Central Bank of Chile
(2021)