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Nowcasting GDP using machine-learning algorithms: A real-time assessment

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  1. Tesi Aliaj & Milos Ciganovic & Massimiliano Tancioni, 2023. "Nowcasting inflation with Lasso‐regularized vector autoregressions and mixed frequency data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 464-480, April.
  2. Marcelo C. Medeiros & Henrique F. Pires, 2021. "The Proper Use of Google Trends in Forecasting Models," Papers 2104.03065, arXiv.org, revised Apr 2021.
  3. Christopher Ball & Adam Richardson & Thomas van Florenstein Mulder, 2020. "Using job transitions data as a labour market indicator," Reserve Bank of New Zealand Analytical Notes series AN2020/02, Reserve Bank of New Zealand.
  4. Jaehyun Yoon, 2021. "Forecasting of Real GDP Growth Using Machine Learning Models: Gradient Boosting and Random Forest Approach," Computational Economics, Springer;Society for Computational Economics, vol. 57(1), pages 247-265, January.
  5. Ofori, Isaac Kwesi, 2021. "Catching The Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," EconStor Preprints 235482, ZBW - Leibniz Information Centre for Economics.
  6. Tamara, Novian & Dwi Muchisha, Nadya & Andriansyah, Andriansyah & Soleh, Agus M, 2020. "Nowcasting Indonesia’s GDP Growth Using Machine Learning Algorithms," MPRA Paper 105235, University Library of Munich, Germany.
  7. Daniel Hopp, 2022. "Benchmarking Econometric and Machine Learning Methodologies in Nowcasting," Papers 2205.03318, arXiv.org.
  8. Richardson, Adam & van Florenstein Mulder, Thomas & Vehbi, Tuğrul, 2021. "Nowcasting GDP using machine-learning algorithms: A real-time assessment," International Journal of Forecasting, Elsevier, vol. 37(2), pages 941-948.
  9. Dennis Kant & Andreas Pick & Jasper de Winter, 2022. "Nowcasting GDP using machine learning methods," Working Papers 754, DNB.
  10. James Chapman & Ajit Desai, 2021. "Using Payments Data to Nowcast Macroeconomic Variables During the Onset of COVID-19," Staff Working Papers 21-2, Bank of Canada.
  11. Barış Soybilgen & Ege Yazgan, 2021. "Nowcasting US GDP Using Tree-Based Ensemble Models and Dynamic Factors," Computational Economics, Springer;Society for Computational Economics, vol. 57(1), pages 387-417, January.
  12. Richard Schnorrenberger & Aishameriane Schmidt & Guilherme Valle Moura, 2024. "Harnessing Machine Learning for Real-Time Inflation Nowcasting," Working Papers 806, DNB.
  13. Harris Ntantanis & Lawrence Pohlman, 2020. "Market implied GDP," Journal of Asset Management, Palgrave Macmillan, vol. 21(7), pages 636-646, December.
  14. Marijn A. Bolhuis & Brett Rayner, 2020. "The More the Merrier? A Machine Learning Algorithm for Optimal Pooling of Panel Data," IMF Working Papers 2020/044, International Monetary Fund.
  15. Zhang, Qin & Ni, He & Xu, Hao, 2023. "Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms," Economic Modelling, Elsevier, vol. 122(C).
  16. Rudrani Bhattacharya & Bornali Bhandari & Sudipto Mundle, 2023. "Nowcasting India’s Quarterly GDP Growth: A Factor-Augmented Time-Varying Coefficient Regression Model (FA-TVCRM)," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(1), pages 213-234, March.
  17. Jianhao Lin & Jiacheng Fan & Yifan Zhang & Liangyuan Chen, 2023. "Real‐time macroeconomic projection using narrative central bank communication," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 202-221, March.
  18. Kakuho Furukawa & Ryohei Hisano, 2022. "A Nowcasting Model of Exports Using Maritime Big Data," Bank of Japan Working Paper Series 22-E-19, Bank of Japan.
  19. Kristian Jönsson, 2020. "Machine Learning and Nowcasts of Swedish GDP," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 16(2), pages 123-134, November.
  20. Andrei Dubovik & Adam Elbourne & Bram Hendriks & Mark Kattenberg, 2022. "Forecasting World Trade Using Big Data and Machine Learning Techniques," CPB Discussion Paper 441, CPB Netherlands Bureau for Economic Policy Analysis.
  21. Nuttanan Wichitaksorn, 2020. "Analyzing and Forecasting Thai Macroeconomic Data using Mixed-Frequency Approach," PIER Discussion Papers 146, Puey Ungphakorn Institute for Economic Research.
  22. Danilo Cascaldi-Garcia & Matteo Luciani & Michele Modugno, 2023. "Lessons from Nowcasting GDP across the World," International Finance Discussion Papers 1385, Board of Governors of the Federal Reserve System (U.S.).
  23. Isaac K. Ofori & Camara K. Obeng & Simplice A. Asongu, 2022. "What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from The Lasso Regularization and Inferential Techniques," Working Papers of the African Governance and Development Institute. 22/061, African Governance and Development Institute..
  24. Rossouw, Stephanie & Greyling, Talita, 2020. "Big Data and Happiness," GLO Discussion Paper Series 634, Global Labor Organization (GLO).
  25. Juan Tenorio & Wilder Perez, 2024. "Monthly GDP nowcasting with Machine Learning and Unstructured Data," Papers 2402.04165, arXiv.org.
  26. Sabyasachi Kar & Amaani Bashir & Mayank Jain, 2021. "New Approaches to Forecasting Growth and Inflation: Big Data and Machine Learning," IEG Working Papers 446, Institute of Economic Growth.
  27. Barbaglia, Luca & Frattarolo, Lorenzo & Onorante, Luca & Pericoli, Filippo Maria & Ratto, Marco & Tiozzo Pezzoli, Luca, 2023. "Testing big data in a big crisis: Nowcasting under Covid-19," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1548-1563.
  28. Marijn A. Bolhuis & Brett Rayner, 2020. "Deus ex Machina? A Framework for Macro Forecasting with Machine Learning," IMF Working Papers 2020/045, International Monetary Fund.
  29. Holtemöller, Oliver & Kozyrev, Boris, 2023. "Forecasting Economic Activity with a Neural Network in Uncertain Times: Monte Carlo Evidence and Application to German GDP," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277688, Verein für Socialpolitik / German Economic Association.
  30. Samuel N. Cohen & Silvia Lui & Will Malpass & Giulia Mantoan & Lars Nesheim & 'Aureo de Paula & Andrew Reeves & Craig Scott & Emma Small & Lingyi Yang, 2023. "Nowcasting with signature methods," Papers 2305.10256, arXiv.org.
  31. Byron Botha & Geordie Reid & Tim Olds & Daan Steenkamp & Rossouw van Jaarsveld, 2021. "Nowcasting South African GDP using a suite of statistical models," Working Papers 11001, South African Reserve Bank.
  32. Wichitaksorn, Nuttanan, 2022. "Analyzing and forecasting Thai macroeconomic data using mixed-frequency approach," Journal of Asian Economics, Elsevier, vol. 78(C).
  33. Byron Botha & Tim Olds & Geordie Reid & Daan Steenkamp & Rossouw van Jaarsveld, 2021. "Nowcasting South African gross domestic product using a suite of statistical models," South African Journal of Economics, Economic Society of South Africa, vol. 89(4), pages 526-554, December.
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