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...
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| Formato: | Revista |
| Idioma: | English |
| Publicado: |
Washington, D.C. :
International Monetary Fund,
2020.
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| Series: | IMF Working Papers; Working Paper ;
No. 2020/045 |
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| Acceso en liña: | Full text available on IMF |