Showing 1 - 10 of 18,480
Persistent link: https://www.econbiz.de/10012220779
Persistent link: https://www.econbiz.de/10013329759
Persistent link: https://www.econbiz.de/10012671989
Persistent link: https://www.econbiz.de/10012654966
Persistent link: https://www.econbiz.de/10014465190
This paper contributes a multivariate forecasting comparison between structural models and Machine-Learning-based tools. Specifically, a fully connected feed forward nonlinear autoregressive neural network (ANN) is contrasted to a well established dynamic stochastic general equilibrium (DSGE)...
Persistent link: https://www.econbiz.de/10014532351
Persistent link: https://www.econbiz.de/10013166034
Persistent link: https://www.econbiz.de/10010212456
Persistent link: https://www.econbiz.de/10010425731
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 …
Persistent link: https://www.econbiz.de/10013216959