Deus ex Machina? : A Framework for Macro Forecasting with Machine Learning /

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 erro...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Bolhuis, Marijn
مؤلفون آخرون: Rayner, Brett
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2020.
سلاسل:IMF Working Papers; Working Paper ; No. 2020/045
الموضوعات:
الوصول للمادة أونلاين:Full text available on IMF