-of-sample predictions and forecasting. We identify economic drivers of our machine learning models using a novel framework based on Shapley …

We present a hybrid model for diagnosis and critical time forecasting of real estate bubbles. The model combines two …, 35, and 90 national-level macroeconomic time series and a dynamic forecasting methodology. Empirical results suggests …

. Nevertheless, their forecasting properties are still barely explored. We fill this gap by comparing the quality of real … priors from a DSGE model. We show that the analyzed DSGE model is relatively successful in forecasting the US economy in the … accurate forecasting power of the DSGE turns out to be similar or better than that of the SPF for all the variables and …

choice of data transformation. - Aggregation ; Forecasting ; Inflation …

Equilibrium (DSGE) models in forecasting the Great Financial Crisis (GFC), focusing on the U.S. While existing models have added a … includes both the financial sector and endogenous housing supply and show that forecasting accuracy significantly improves when … highlight the necessity of combining model extension and housing supply data for accurate forecasting during economic crises. I …