Nowcasting Economic Activity with Electronic Payments Data: A Predictive Modeling Approach
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- Carlos León & Fabio Ortega, 2018. "Nowcasting economic activity with electronic payments data: A predictive modeling approach," Borradores de Economia 1037, Banco de la Republica de Colombia.
References listed on IDEAS
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Cited by:
- Franky Juliano Galeano-Ramírez & Nicolás Martínez-Cortés & Carlos D. Rojas-Martínez, 2021. "Nowcasting Colombian Economic Activity: DFM and Factor-MIDAS approaches," Borradores de Economia 1168, Banco de la Republica de Colombia.
- Sabetti, Leonard & Heijmans, Ronald, 2021. "Shallow or deep? Training an autoencoder to detect anomalous flows in a retail payment system," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(2).
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More about this item
Keywords
Forecasting; machine learning; neural networks; retail payments; narx;All these keywords.
JEL classification:
- 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
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
Statistics
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