Forecasting Economic Recessions Using Machine Learning:An Empirical Study in Six Countries
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Cited by:
- Leakey Omolo & Nguyet Nguyen, 2024. "Using an Ensemble of Machine Learning Algorithms to Predict Economic Recession," JRFM, MDPI, vol. 17(9), pages 1-26, September.
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More about this item
Keywords
Forecasting recessions; Machine Learning-based Econometrics; Gini importance; Support Vector Machines;All these keywords.
JEL classification:
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
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