IDEAS home Printed from https://ideas.repec.org/r/nzb/nzbdps/2019-3.html

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

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. is not listed on IDEAS
  2. Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Amancio, Diego R., 2024. "Machine learning and economic forecasting: The role of international trade networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 649(C).
  3. 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.
  4. Kristóf Németh & Dániel Hadházi, 2026. "GDP Nowcasting With Artificial Neural Networks: How Much Does Long‐Term Memory Matter?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 45(3), pages 924-963, April.
  5. Zin Mar Oo & Ching‐Yang Lin & Makoto Kakinaka, 2025. "Deciphering Long‐Term Economic Growth: An Exploration With Leading Machine Learning Techniques," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(4), pages 1531-1562, July.
  6. Huaqing Xie & Xingcheng Xu & Fangjia Yan & Xun Qian & Yanqing Yang, 2024. "Deep Learning for Multi-Country GDP Prediction: A Study of Model Performance and Data Impact," Papers 2409.02551, arXiv.org.
  7. Alexandra Bozhechkova & Urmat Dzhunkeev, 2024. "CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting," Russian Journal of Money and Finance, Bank of Russia, vol. 83(3), pages 45-69, September.
  8. Yanqing Yang & Xingcheng Xu & Jinfeng Ge & Yan Xu, 2024. "Machine Learning for Economic Forecasting: An Application to China's GDP Growth," Papers 2407.03595, arXiv.org.
  9. Abdillah Baradja & Rahmat Gernowo & Adi Wibowo, 2026. "Applying Multi-Critic Deep Deterministic Policy Gradient for Effective Selection of Macroeconomic Announcements in Forex Trading," Computational Economics, Springer;Society for Computational Economics, vol. 67(5), pages 3511-3545, May.
  10. repec:ehl:lserod:128852 is not listed on IDEAS
  11. Daniel Hopp, 2022. "Benchmarking Econometric and Machine Learning Methodologies in Nowcasting," Papers 2205.03318, arXiv.org.
  12. Thierry Warin & Sarah Elimam, 2025. "GDP 5.0: Real-Time, Micro-Founded and Sustainable Metrics for Beyond-GDP Economic Assessment," CIRANO Working Papers 2025s-20, CIRANO.
  13. Isaac K. Ofori & Camara K. Obeng & Simplice A. Asongu, 2024. "What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from the Lasso Regularization and Inferential Techniques," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(1), pages 144-179, March.
  14. Richard Schnorrenberger & Aishameriane Schmidt & Guilherme Valle Moura, 2024. "Harnessing Machine Learning for Real-Time Inflation Nowcasting," Working Papers 806, DNB.
  15. Dalia Atif, 2025. "Enhancing Long-Term GDP Forecasting with Advanced Hybrid Models: A Comparative Study of ARIMA-LSTM and ARIMA-TCN with Dense Regression," Computational Economics, Springer;Society for Computational Economics, vol. 65(6), pages 3447-3473, June.
  16. 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).
  17. 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.
  18. Luke Hartigan & Tom Rosewall, 2025. "Nowcasting Quarterly GDP Growth During the COVID‐19 Crisis Using a Monthly Activity Indicator," The Economic Record, The Economic Society of Australia, vol. 101(335), pages 456-484, December.
  19. Kaustubh, Kaustubh & Ranjan, Abhishek, 2025. "A multi-factor GDP nowcast model for India," Economic Modelling, Elsevier, vol. 147(C).
  20. Jairo Flores & Bruno Gonzaga & Walter Ruelas-Huanca & Juan Tang, 2025. "Nowcasting Peru's GDP with Machine Learning Methods," IHEID Working Papers 01-2025, Economics Section, The Graduate Institute of International Studies.
  21. Rodrigo Moreira & Larissa Ferreira Rodrigues Moreira & Flávio Oliveira Silva, 2025. "Brazilian Selic Rate Forecasting with Deep Neural Networks," Computational Economics, Springer;Society for Computational Economics, vol. 65(3), pages 1319-1339, March.
  22. 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.
  23. Seo, Beomseok, 2025. "Econometric forecasting using ubiquitous news text: Text-enhanced factor model," International Journal of Forecasting, Elsevier, vol. 41(3), pages 1055-1072.
  24. 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.
  25. 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.
  26. Danilo Cascaldi-Garcia & Matteo Luciani & Michele Modugno, 2024. "Lessons from nowcasting GDP across the world," Chapters, in: Michael P. Clements & Ana Beatriz Galvão (ed.), Handbook of Research Methods and Applications in Macroeconomic Forecasting, chapter 8, pages 187-217, Edward Elgar Publishing.
  27. Emmanuel Osei-Dwomoh & Gabriel Osei Forkuo, 2026. "Artificial intelligence in African economics: a systematic review of performance and ethical risks," Future Business Journal, Springer, vol. 12(1), pages 1-19, December.
  28. Jan Schulz & Kerstin Hötte & Daniel M. Mayerhoffer, 2024. "Pluralist economics in an era of polycrisis," Review of Evolutionary Political Economy, Springer, vol. 5(2), pages 201-218, September.
  29. Alexander Eliseev, 2025. "Nowcasting Russian GDP in a Mixed-Frequency DSGE Model with a Panel of Non-Modelled Variables," Russian Journal of Money and Finance, Bank of Russia, vol. 84(3), pages 63-93, September.
  30. Alina Stundziene & Vaida Pilinkiene & Jurgita Bruneckiene & Andrius Grybauskas & Mantas Lukauskas & Irena Pekarskiene, 2024. "Future directions in nowcasting economic activity: A systematic literature review," Journal of Economic Surveys, Wiley Blackwell, vol. 38(4), pages 1199-1233, September.
  31. Juan Jos√© Rinc√≥n Brice√±o, 2025. "Colombian economic activity nowcasting: addressing nonlinearities and high dimensionality through machine-learning," Documentos CEDE 21388, Universidad de los Andes, Facultad de Economía, CEDE.
  32. Kristian Jönsson, 2024. "Neighbor Weighting and Distance Metrics in Nearest Neighbor Nowcasting of Swedish GDP," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 22(4), pages 1077-1089, December.
  33. Alina Landowska & Robert A. K{l}opotek & Dariusz Filip & Konrad Raczkowski, 2025. "GDP-GFCF Dynamics Across Global Economies: A Comparative Study of Panel Regressions and Random Forest," Papers 2504.20993, arXiv.org.
  34. Grechyna, Daryna & Ofori, Pamela Efua, 2025. "Robust determinants of green finance," Energy Economics, Elsevier, vol. 152(C).
  35. Samuel N. Cohen & Giulia Mantoan & Lars Nesheim & 'Aureo de Paula & Arthur Turrell & Lingyi Yang, 2023. "Nowcasting using regression on signatures," Papers 2305.10256, arXiv.org, revised Dec 2025.
  36. Manu Sharma & Vinish Kathuria, 2025. "Macroeconomic Nowcasting: What can Central Banks Learn from a Structured Literature Review?," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 23(2), pages 333-388, June.
  37. Daniel Hopp, 2024. "Benchmarking econometric and machine learning methodologies in nowcasting GDP," Empirical Economics, Springer, vol. 66(5), pages 2191-2247, May.
  38. Wishnu Badrawani, 2025. "An Interpretable Machine Learning Approach in Predicting Inflation Using Payments System Data: A Case Study of Indonesia," Papers 2506.10369, arXiv.org.
  39. Daniel Musafiri Balungu & Avinash Kumar, 2024. "Forecasting The Economic Growth of Sverdlovsk Region: A Comparative Analysis of Machine Learning, Linear Regression and Autoregressive Models," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 23(3), pages 674-695.
  40. 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.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.