Macroeconomic forecasting using factor models and machine learning : an application to Japan
Year of publication: |
2020
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Authors: | Maehashi, Kohei ; Shintani, Mototsugu |
Published in: |
Journal of the Japanese and international economies : an international journal ; JJIE. - Amsterdam [u.a.] : Elsevier, ISSN 0889-1583, ZDB-ID 626389-6. - Vol. 58.2020, p. 1-17
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Subject: | Bagging | Boosting | Composite forecast | Lasso | Neural network | Random forests | Prognoseverfahren | Forecasting model | Japan | Neuronale Netze | Neural networks | Wirtschaftsprognose | Economic forecast | Künstliche Intelligenz | Artificial intelligence | Faktorenanalyse | Factor analysis | Theorie | Theory |
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