Econometrics of Machine Learning Methods in Economic Forecasting

08/21/2023

∙

This paper surveys the recent advances in machine learning method for economic forecasting. The survey covers the following topics: nowcasting, textual data, panel and tensor data, high-dimensional Granger causality tests, time series cross-validation, classification with economic losses.

READ FULL TEXT

Econometrics of Machine Learning Methods in Economic Forecasting

Machine Learning Advances for Time Series Forecasting

Forecasting and stabilizing chaotic regimes in two macroeconomic models via artificial intelligence technologies and control methods

Electoral Forecasting Using a Novel Temporal Attenuation Model: Predicting the US Presidential Elections

How is Machine Learning Useful for Macroeconomic Forecasting?

Forecasting euro area inflation using a huge panel of survey expectations

A Scalable Inference Method For Large Dynamic Economic Systems

Macroeconomic Predictions using Payments Data and Machine Learning

Econometrics of Machine Learning Methods in Economic Forecasting

Related Research

Machine Learning Advances for Time Series Forecasting

Forecasting and stabilizing chaotic regimes in two macroeconomic models via artificial intelligence technologies and control methods

Electoral Forecasting Using a Novel Temporal Attenuation Model: Predicting the US Presidential Elections

How is Machine Learning Useful for Macroeconomic Forecasting?

Forecasting euro area inflation using a huge panel of survey expectations

A Scalable Inference Method For Large Dynamic Economic Systems

Macroeconomic Predictions using Payments Data and Machine Learning