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found boosting with two dynamic factors extracted from a select list of New York and U.S. leading indicators did best in … found to be informationally efficient over 18 monthly horizons. In addition to boosting with factors, we also studied the … advisability of restricting boosting to select the most recent macro variables to capture abrupt structural changes. Since the …
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Many countries consider the lifting of restrictions of social contacts (RSC). We quantify the effects of RSC for Germany. We initially employ a purely statistical approach to predicting prevalence of COVID19 if RSC were upheld after April 20. We employ these findings and feed them into our...
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