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Philippe Goulet Coulombe
Personal Details
| First Name: | Philippe |
| Middle Name: | |
| Last Name: | Goulet Coulombe |
| Suffix: | |
| RePEc Short-ID: | pgo1022 |
| [This author has chosen not to make the email address public] | |
| https://philippegouletcoulombe.com/ | |
Affiliation
Département des Sciences Économiques
École des Sciences de la Gestion (ESG)
Université du Québec à Montréal (UQAM)
Montréal, Canadahttps://economie.esg.uqam.ca/
RePEc:edi:duqamca (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Philippe Goulet Coulombe & Karin Klieber, 2025. "An Adaptive Moving Average for Macroeconomic Monitoring," Papers 2501.13222, arXiv.org.
- Philippe Goulet Coulombe & Maximilian Goebel & Karin Klieber, 2024. "Dual Interpretation of Machine Learning Forecasts," Papers 2412.13076, arXiv.org.
- Philippe Goulet Coulombe & Karin Klieber & Christophe Barrette & Maximilian Goebel, 2024. "Maximally Forward-Looking Core Inflation," Papers 2404.05209, arXiv.org.
- Philippe Goulet Coulombe & Maximilian Goebel, 2023.
"Maximally Machine-Learnable Portfolios,"
Papers
2306.05568, arXiv.org, revised Apr 2024.
- Philippe Goulet Coulombe & Maximilian Gobel, 2023. "Maximally Machine-Learnable Portfolios," Working Papers 23-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Apr 2023.
- Philippe Goulet Coulombe & Mikael Frenette & Karin Klieber, 2023.
"From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks,"
Papers
2311.16333, arXiv.org, revised Apr 2024.
- Philippe Goulet Coulombe & Mikael Frenette & Karin Klieber, 2023. "From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks," Working Papers 23-04, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Nov 2023.
- Daniel Borup & Philippe Goulet Coulombe & Erik Christian Montes Schütte & David E. Rapach & Sander Schwenk-Nebbe, 2022.
"The Anatomy of Out-of-Sample Forecasting Accuracy,"
FRB Atlanta Working Paper
2022-16, Federal Reserve Bank of Atlanta.
- Daniel Borup & Philippe Goulet Coulombe & Erik Christian Montes Schütte & David E. Rapach & Sander Schwenk-Nebbe, 2024. "The Anatomy of Out-of-Sample Forecasting Accuracy," FRB Atlanta Working Paper 2022-16b, Federal Reserve Bank of Atlanta.
- Francis X. Diebold & Maximilian Goebel & Philippe Goulet Coulombe, 2022.
"Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models,"
Papers
2206.10721, arXiv.org, revised Jun 2023.
- Diebold, Francis X. & Göbel, Maximilian & Goulet Coulombe, Philippe, 2023. "Assessing and comparing fixed-target forecasts of Arctic sea ice: Glide charts for feature-engineered linear regression and machine learning models," Energy Economics, Elsevier, vol. 124(C).
- Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe, 2022. "Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models," Working Papers 22-04, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe, 2022. "Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice:Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models," PIER Working Paper Archive 22-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Francis X. Diebold & Glenn D. Rudebusch & Maximilian Goebel & Philippe Goulet Coulombe & Boyuan Zhang, 2022.
"When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume,"
Papers
2203.04040, arXiv.org, revised May 2023.
- Diebold, Francis X. & Rudebusch, Glenn D. & Göbel, Maximilian & Goulet Coulombe, Philippe & Zhang, Boyuan, 2023. "When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume," Journal of Econometrics, Elsevier, vol. 236(2).
- Francis X. Diebold & Glenn D. Rudebusch & Maximilian Gobel & Philippe Goulet Coulombe & Boyuan Zhang, 2022. "When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume," PIER Working Paper Archive 22-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Francis X. Diebold & Glenn D. Rudebusch & Maximilian Göbel & Philippe Goulet Coulombe & Boyuan Zhang, 2022. "When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume," NBER Working Papers 30732, National Bureau of Economic Research, Inc.
- Philippe Goulet Coulombe, 2022.
"A Neural Phillips Curve and a Deep Output Gap,"
Papers
2202.04146, arXiv.org, revised Oct 2024.
- Philippe Goulet Coulombe, 2022. "A Neural Phillips Curve and a Deep Output Gap," Working Papers 22-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Philippe Goulet Coulombe, 2021.
"Slow-Growing Trees,"
Papers
2103.01926, arXiv.org, revised Jul 2021.
- Philippe Goulet Coulombe, 2021. "Slow-Growing Trees," Working Papers 21-02, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Philippe Goulet Coulombe & Maximilian Gobel, 2021.
"On Spurious Causality, CO2, and Global Temperature,"
Papers
2103.10605, arXiv.org.
- Philippe Goulet Coulombe & Maximilian Göbel, 2021. "On Spurious Causality, CO 2 , and Global Temperature," Econometrics, MDPI, vol. 9(3), pages 1-18, September.
- Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2021.
"Can Machine Learning Catch the COVID-19 Recession?,"
Papers
2103.01201, arXiv.org.
- Goulet Coulombe, Philippe & Marcellino, Massimiliano & Stevanović, Dalibor, 2021. "Can Machine Learning Catch The Covid-19 Recession?," National Institute Economic Review, National Institute of Economic and Social Research, vol. 256, pages 71-109, May.
- Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2021. "Can Machine Learning Catch the COVID-19 Recession?," CIRANO Working Papers 2021s-09, CIRANO.
- Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2021. "Can Machine Learning Catch the COVID-19 Recession?," Working Papers 21-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Marcellino, Massimiliano & Stevanovic, Dalibor & Goulet Coulombe, Philippe, 2021. "Can Machine Learning Catch the COVID-19 Recession?," CEPR Discussion Papers 15867, C.E.P.R. Discussion Papers.
- Philippe Goulet Coulombe & Maximilian Gobel, 2020.
"Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis,"
Papers
2005.02535, arXiv.org, revised Mar 2021.
- Philippe Goulet Coulombe & Maximilian Gobel, 2021. "Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis," Working Papers 21-04, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe & Glenn D. Rudebusch & Boyuan Zhang, 2020.
"Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach,"
Papers
2003.14276, arXiv.org, revised Aug 2020.
- Diebold, Francis X. & Göbel, Maximilian & Goulet Coulombe, Philippe & Rudebusch, Glenn D. & Zhang, Boyuan, 2021. "Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1509-1519.
- Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe & Glenn D. Rudebusch & Boyuan Zhang, 2020. "Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach," PIER Working Paper Archive 20-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Philippe Goulet Coulombe, 2020.
"The Macroeconomy as a Random Forest,"
Papers
2006.12724, arXiv.org, revised Mar 2021.
- Philippe Goulet Coulombe, 2024. "The macroeconomy as a random forest," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(3), pages 401-421, April.
- Philippe Goulet Coulombe, 2021. "The Macroeconomy as a Random Forest," Working Papers 21-05, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020.
"Macroeconomic Data Transformations Matter,"
Papers
2008.01714, arXiv.org, revised Mar 2021.
- Goulet Coulombe, Philippe & Leroux, Maxime & Stevanovic, Dalibor & Surprenant, Stéphane, 2021. "Macroeconomic data transformations matter," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1338-1354.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2020. "Macroeconomic Data Transformations Matter," CIRANO Working Papers 2020s-42, CIRANO.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "Macroeconomic Data Transformations Matter," Working Papers 20-17, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Mar 2021.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020.
"How is Machine Learning Useful for Macroeconomic Forecasting?,"
Papers
2008.12477, arXiv.org.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2022. "How is machine learning useful for macroeconomic forecasting?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 920-964, August.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2019. "How is Machine Learning Useful for Macroeconomic Forecasting?," CIRANO Working Papers 2019s-22, CIRANO.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Working Papers 20-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Aug 2020.
- Philippe Goulet Coulombe, 2020.
"To Bag is to Prune,"
Papers
2008.07063, arXiv.org, revised Sep 2024.
- Philippe Goulet Coulombe, 2021. "To Bag is to Prune," Working Papers 21-03, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Jun 2021.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2020. "Prévision de l’activité économique au Québec et au Canada à l’aide des méthodes Machine Learning," CIRANO Project Reports 2020rp-18, CIRANO.
- Philippe Goulet Coulombe, 2020. "Time-Varying Parameters as Ridge Regressions," Papers 2009.00401, arXiv.org, revised Nov 2024.
Articles
- Diebold, Francis X. & Rudebusch, Glenn D. & Göbel, Maximilian & Goulet Coulombe, Philippe & Zhang, Boyuan, 2024. "Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume," Journal of Econometrics, Elsevier, vol. 239(1).
- Philippe Goulet Coulombe, 2024.
"The macroeconomy as a random forest,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(3), pages 401-421, April.
- Philippe Goulet Coulombe, 2021. "The Macroeconomy as a Random Forest," Working Papers 21-05, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Philippe Goulet Coulombe, 2020. "The Macroeconomy as a Random Forest," Papers 2006.12724, arXiv.org, revised Mar 2021.
- Diebold, Francis X. & Göbel, Maximilian & Goulet Coulombe, Philippe, 2023.
"Assessing and comparing fixed-target forecasts of Arctic sea ice: Glide charts for feature-engineered linear regression and machine learning models,"
Energy Economics, Elsevier, vol. 124(C).
- Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe, 2022. "Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models," Working Papers 22-04, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Francis X. Diebold & Maximilian Goebel & Philippe Goulet Coulombe, 2022. "Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models," Papers 2206.10721, arXiv.org, revised Jun 2023.
- Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe, 2022. "Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice:Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models," PIER Working Paper Archive 22-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Diebold, Francis X. & Rudebusch, Glenn D. & Göbel, Maximilian & Goulet Coulombe, Philippe & Zhang, Boyuan, 2023.
"When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume,"
Journal of Econometrics, Elsevier, vol. 236(2).
- Francis X. Diebold & Glenn D. Rudebusch & Maximilian Gobel & Philippe Goulet Coulombe & Boyuan Zhang, 2022. "When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume," PIER Working Paper Archive 22-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Francis X. Diebold & Glenn D. Rudebusch & Maximilian Göbel & Philippe Goulet Coulombe & Boyuan Zhang, 2022. "When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume," NBER Working Papers 30732, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Glenn D. Rudebusch & Maximilian Goebel & Philippe Goulet Coulombe & Boyuan Zhang, 2022. "When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume," Papers 2203.04040, arXiv.org, revised May 2023.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2022.
"How is machine learning useful for macroeconomic forecasting?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 920-964, August.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2019. "How is Machine Learning Useful for Macroeconomic Forecasting?," CIRANO Working Papers 2019s-22, CIRANO.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Papers 2008.12477, arXiv.org.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Working Papers 20-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Aug 2020.
- Diebold, Francis X. & Göbel, Maximilian & Goulet Coulombe, Philippe & Rudebusch, Glenn D. & Zhang, Boyuan, 2021.
"Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach,"
International Journal of Forecasting, Elsevier, vol. 37(4), pages 1509-1519.
- Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe & Glenn D. Rudebusch & Boyuan Zhang, 2020. "Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach," PIER Working Paper Archive 20-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe & Glenn D. Rudebusch & Boyuan Zhang, 2020. "Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach," Papers 2003.14276, arXiv.org, revised Aug 2020.
- Goulet Coulombe, Philippe & Leroux, Maxime & Stevanovic, Dalibor & Surprenant, Stéphane, 2021.
"Macroeconomic data transformations matter,"
International Journal of Forecasting, Elsevier, vol. 37(4), pages 1338-1354.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020. "Macroeconomic Data Transformations Matter," Papers 2008.01714, arXiv.org, revised Mar 2021.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2020. "Macroeconomic Data Transformations Matter," CIRANO Working Papers 2020s-42, CIRANO.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "Macroeconomic Data Transformations Matter," Working Papers 20-17, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Mar 2021.
- Philippe Goulet Coulombe & Maximilian Göbel, 2021.
"On Spurious Causality, CO 2 , and Global Temperature,"
Econometrics, MDPI, vol. 9(3), pages 1-18, September.
- Philippe Goulet Coulombe & Maximilian Gobel, 2021. "On Spurious Causality, CO2, and Global Temperature," Papers 2103.10605, arXiv.org.
- Goulet Coulombe, Philippe & Marcellino, Massimiliano & Stevanović, Dalibor, 2021.
"Can Machine Learning Catch The Covid-19 Recession?,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 256, pages 71-109, May.
- Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2021. "Can Machine Learning Catch the COVID-19 Recession?," CIRANO Working Papers 2021s-09, CIRANO.
- Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2021. "Can Machine Learning Catch the COVID-19 Recession?," Working Papers 21-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2021. "Can Machine Learning Catch the COVID-19 Recession?," Papers 2103.01201, arXiv.org.
- Marcellino, Massimiliano & Stevanovic, Dalibor & Goulet Coulombe, Philippe, 2021. "Can Machine Learning Catch the COVID-19 Recession?," CEPR Discussion Papers 15867, C.E.P.R. Discussion Papers.
More information
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 34 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-CMP: Computational Economics (23) 2019-10-28 2020-07-27 2020-08-31 2020-09-07 2020-09-14 2020-09-28 2021-03-08 2021-03-15 2021-03-15 2021-05-10 2022-03-21 2022-08-15 2022-11-28 2022-12-05 2023-03-27 2023-03-27 2023-03-27 2023-05-29 2023-07-17 2023-12-04 2024-01-08 2024-03-11 2025-01-27. Author is listed
- NEP-BIG: Big Data (22) 2019-10-28 2020-07-27 2020-08-24 2020-08-31 2020-09-14 2020-09-28 2021-03-08 2021-03-15 2021-03-15 2021-05-10 2022-03-21 2022-08-15 2022-11-28 2022-12-05 2023-03-27 2023-03-27 2023-05-29 2023-07-17 2023-12-04 2024-01-08 2024-03-11 2025-01-27. Author is listed
- NEP-ENV: Environmental Economics (9) 2020-04-13 2020-04-13 2020-05-11 2021-03-29 2022-05-02 2022-12-05 2023-01-09 2023-03-27 2023-03-27. Author is listed
- NEP-ETS: Econometric Time Series (9) 2020-04-13 2020-05-11 2020-08-24 2020-09-14 2022-11-28 2022-12-05 2023-12-04 2024-03-11 2025-02-10. Author is listed
- NEP-ECM: Econometrics (7) 2020-08-24 2020-09-07 2020-09-14 2022-03-21 2022-11-28 2023-12-04 2025-02-10. Author is listed
- NEP-FOR: Forecasting (7) 2019-10-28 2020-09-14 2022-08-15 2022-11-28 2023-03-27 2024-01-08 2024-03-11. Author is listed
- NEP-MAC: Macroeconomics (5) 2019-10-28 2020-07-27 2020-09-28 2021-03-08 2022-03-21. Author is listed
- NEP-MON: Monetary Economics (3) 2022-03-21 2023-03-27 2024-05-13
- NEP-BAN: Banking (2) 2022-03-21 2024-05-13
- NEP-FMK: Financial Markets (2) 2023-05-29 2023-07-17
- NEP-RMG: Risk Management (2) 2023-12-04 2024-01-08
- NEP-CBA: Central Banking (1) 2024-05-13
- NEP-CWA: Central and Western Asia (1) 2022-03-21
- NEP-DES: Economic Design (1) 2023-05-29
- NEP-GEN: Gender (1) 2020-05-11
- NEP-GTH: Game Theory (1) 2024-03-11
- NEP-IFN: International Finance (1) 2023-01-09
- NEP-INV: Investment (1) 2025-01-27
- NEP-ORE: Operations Research (1) 2019-10-28
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