Longo, Luigi; Riccaboni, Massimo; Rungi, Armando - 2021
We propose an ensemble learning methodology to forecast the future US GDP growth release. Our approach combines a … crisis, as well as in the latest COVID-19 recession, by reducing the root mean squared error for the short-term forecast … the latter are potentially caused by recessions affecting the economy. For our scope, we employ a set of predictors …