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Deus ex machina? : a framework for macro forecasting with machine learning

Bolhuis, Marijn A.; Rayner, Brett - 2020

We develop a framework to nowcast (and forecast) economic variables with machine learning techniques. We explain how machine learning methods can address common shortcomings of traditional OLS-based models and use several machine learning models to predict real output growth with lower forecast...

Persistent link: https://www.econbiz.de/10012251288

Evaluating the predictive power of an ensemble model for economic success of Indian movies

Gupta, Samrat; Kumar, Saurabh; Kumar, Pradeep - In: The journal of prediction markets 10 (2016) 1, pp. 30-52

Persistent link: https://www.econbiz.de/10011656562

A boosting approach to forecasting gold and silver returns : economic and statistical forecast evaluation

Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: Applied economics letters 23 (2016) 4/6, pp. 347-352

Persistent link: https://www.econbiz.de/10011430599

Boosting and regional economic forecasting : the case of Germany

Lehmann, Robert; Wohlrabe, Klaus - In: Letters in spatial and resource sciences : LSRS 10 (2017) 2, pp. 161-175

Persistent link: https://www.econbiz.de/10011689682

Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence

Kim, Hyun Hak; Swanson, Norman R. - In: Journal of econometrics 178 (2014) 1, pp. 352-367

Persistent link: https://www.econbiz.de/10010256842

Macroeconomic forecasting using factor models and machine learning : an application to Japan

Maehashi, Kohei; Shintani, Mototsugu - In: Journal of the Japanese and international economies : … 58 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012654966

Boosting and regional economic forecasting : the case dof Germany

Lehmann, Robert; Wohlrabe, Klaus - 2016

This paper applies component-wise boosting to the topic of regional economic forecasting. Component-wise boosting is a … combination with a large data set of monthly indicators, we show that boosting is generally doing a very good job in regional …, boosting outperforms our benchmark model for all the three regions considered. We also find that indicators that mirror the …

Persistent link: https://www.econbiz.de/10011557750

Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19 : the case of New York

Lahiri, Kajal; Cheng, Yang - In: International journal of forecasting 38 (2022) 2, pp. 545-566

Persistent link: https://www.econbiz.de/10013348661

Macroeconomic forecasting using factor models and machine learning : an application to Japan

Maehashi, Kohei; Shintani, Mototsugu - 2020

Persistent link: https://www.econbiz.de/10013329759