Nowcasting GDP - A Scalable Approach Using DFM, Machine Learning and Novel Data, Applied to European Economies
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Cited by:
- Tesi Aliaj & Milos Ciganovic & Massimiliano Tancioni, 2023. "Nowcasting inflation with Lasso‐regularized vector autoregressions and mixed frequency data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 464-480, April.
- Yanqing Yang & Xingcheng Xu & Jinfeng Ge & Yan Xu, 2024. "Machine Learning for Economic Forecasting: An Application to China's GDP Growth," Papers 2407.03595, arXiv.org.
- Priscila Espinosa & Jose M. Pavía, 2023. "Automation in Regional Economic Synthetic Index Construction with Uncertainty Measurement," Forecasting, MDPI, vol. 5(2), pages 1-19, April.
- Juan Tenorio & Wilder Perez, 2024. "Monthly GDP nowcasting with Machine Learning and Unstructured Data," Papers 2402.04165, arXiv.org.
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Keywords
Nowcasting; Factor Model; Machine Learning; Large Data Sets; machine learning algorithm; novel data; approach Using DFM; support vector Machine; data availability; Machine learning; COVID-19; Business cycles; Factor models; Global; Caribbean; Europe;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2022-04-25 (Big Data)
- NEP-CMP-2022-04-25 (Computational Economics)
- NEP-CWA-2022-04-25 (Central and Western Asia)
- NEP-FDG-2022-04-25 (Financial Development and Growth)
- NEP-FOR-2022-04-25 (Forecasting)
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