Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables
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- Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2025. "Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables," Working Papers 25-04, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised May 2025.
References listed on IDEAS
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More about this item
Keywords
Machine learning; Nowcasting; Panel; Mixed-frequency; Fiscal indicators; Apprentissage automatique; Panel; Fréquences mixtes; Indicateurs budgétaires; Prévisions à court terme;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- H72 - Public Economics - - State and Local Government; Intergovernmental Relations - - - State and Local Budget and Expenditures
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2025-06-09 (Big Data)
- NEP-CMP-2025-06-09 (Computational Economics)
- NEP-ECM-2025-06-09 (Econometrics)
- NEP-FOR-2025-06-09 (Forecasting)
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