Macroeconomic Indicator Forecasting with Deep Neural Networks
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Other versions of this item:
- Thomas R. Cook & Aaron Smalter Hall, 2017. "Macroeconomic Indicator Forecasting with Deep Neural Networks," Research Working Paper RWP 17-11, Federal Reserve Bank of Kansas City, revised 04 Sep 2017.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Paolo Andreini & Cosimo Izzo & Giovanni Ricco, 2020. "Deep Dynamic Factor Models," Papers 2007.11887, arXiv.org.
- Suproteem K. Sarkar & Kojin Oshiba & Daniel Giebisch & Yaron Singer, 2018. "Robust Classification of Financial Risk," Papers 1811.11079, arXiv.org.
- Tölö, Eero, 2020. "Predicting systemic financial crises with recurrent neural networks," Journal of Financial Stability, Elsevier, vol. 49(C).
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2020. "Macroeconomic Data Transformations Matter," CIRANO Working Papers 2020s-42, CIRANO.
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- Dalibor Stevanovic & Stéphane Surprenant & Philippe Goulet Coulombe, 2019.
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CIRANO Working Papers
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"Macroeconomic forecasting using factor models and machine learning: an application to Japan,"
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- Kohei Maehashi & Mototsugu Shintani, 2020. "Macroeconomic Forecasting Using Factor Models and Machine Learning: An Application to Japan," CIRJE F-Series CIRJE-F-1146, CIRJE, Faculty of Economics, University of Tokyo.
- Jin-Kyu Jung & Manasa Patnam & Anna Ter-Martirosyan, 2018. "An Algorithmic Crystal Ball: Forecasts-based on Machine Learning," IMF Working Papers 18/230, International Monetary Fund.
- Pedro Gerber Machado & Julia Tomei & Adam Hawkes & Celma de Oliveira Ribeiro, 2020. "A Simulator to Determine the Evolution of Disparities in Food Consumption between Socio-Economic Groups: A Brazilian Case Study," Sustainability, MDPI, Open Access Journal, vol. 12(15), pages 1-1, July.
More about this item
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BIG-2019-10-14 (Big Data)
- NEP-CMP-2019-10-14 (Computational Economics)
- NEP-FOR-2019-10-14 (Forecasting)
- NEP-MAC-2019-10-14 (Macroeconomics)
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