Nowcasting GDP using machine learning methods

DOI10.1007/S10182-024-00515-0MaRDI QIDQ7000730zbMATH OpenFDO

Authors Dennis Kant, Andreas Pick, Jasper de Winter

Publication date 7 April 2025

Published in AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10182-024-00515-0

zbMATH Keywords

factor modelsforecasting competitionmachine learning methodsnowcasting

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Statistical methods; economic indices and measures (91B82)

Cites work

• Bayesian compressed regression
• Complete subset regressions
• Computing observation weights for signal extraction and filtering
• Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods
• Forecasting Using Principal Components From a Large Number of Predictors
• Forecasting using random subspace methods
• Handbook of economic forecasting. Volume 1
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 3078997 (Why is no real title available?)
• Machine Learning Time Series Regressions With an Application to Nowcasting
• MIDAS Regressions: Further Results and New Directions
• Random forests
• Regularization and Variable Selection Via the Elastic Net

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