Nowcasting and forecasting US recessions: Evidence from the Super Learner
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More about this item
Keywords
Machine Learning; Nowcasting; Forecasting; Business cycle analysis;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- 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
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2019-10-21 (Big Data)
- NEP-CMP-2019-10-21 (Computational Economics)
- NEP-FOR-2019-10-21 (Forecasting)
- NEP-MAC-2019-10-21 (Macroeconomics)
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