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Econometrics of machine learning methods in economic forecasting

In: Handbook of Research Methods and Applications in Macroeconomic Forecasting

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  • Andrii Babii
  • Eric Ghysels
  • Jonas Striaukas

Abstract

Bringing together the recent advances and innovative methods in macroeconomic forecasting, this erudite Handbook outlines how to forecast, including following world events such as the Covid-19 pandemic and the global financial crisis. With contributions from global experts, chapters explore the use of machine-learning techniques, the value of social media data, and climate change forecasting. This title contains one or more Open Access chapters.

Suggested Citation

  • Andrii Babii & Eric Ghysels & Jonas Striaukas, 2024. "Econometrics of machine learning methods in economic forecasting," Chapters, in: Michael P. Clements & Ana Beatriz Galvão (ed.), Handbook of Research Methods and Applications in Macroeconomic Forecasting, chapter 10, pages 246-273, Edward Elgar Publishing.
    • Handle: RePEc:elg:eechap:22222_10
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    File URL: https://www.elgaronline.com/doi/10.4337/9781035310050.00014
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    References listed on IDEAS

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    Economics and Finance; Research Methods;

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