Macroeconomic forecasting using factor models and machine learning : an application to Japan
Kohei Maehashi, Mototsugu Shintani
| Year of publication: |
March 2020
|
|---|---|
| Authors: | Maehashi, Kohei ; Shintani, Mototsugu |
| Publisher: |
[Tokyo] : [CIRJE, Faculty of Economics, University of Tokyo] |
| Subject: | forecast | big data | factor model | machine learning | lasso | ridge | elastic net | regression tree | bagging | random forests | boosting | neural network | composite forecast | Bayesian model averaging | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Neuronale Netze | Neural networks | Bayes-Statistik | Bayesian inference | Japan | Wirtschaftsprognose | Economic forecast | Faktorenanalyse | Factor analysis | Regressionsanalyse | Regression analysis | Big Data | Big data | Modellierung | Scientific modelling |
freely available
| Extent: | 1 Online-Ressource (circa 47 Seiten) Illustrationen |
|---|---|
| Series: | CIRJE discussion papers / F series. - Tokyo : [Verlag nicht ermittelbar], ZDB-ID 2841317-9. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013329759