Foo, Benedict; Koh, Deng Yao; Tan, Juan Pang; Wang, Wenjie - In: The Singapore economic review 68 (2023) 2, pp. 319-353
-based ensemble learning models to forecast Singapore's macroeconomy using high-dimensional data. Our dataset consists of 220 monthly … time series that capture the economy of Singapore and 20 monthly times series that capture the global economic environment …