A neural network ensemble approach for GDP forecasting

DOI10.1016/J.JEDC.2021.104278OpenAlexW3215967556MaRDI QIDQ2115947FDOQ2115947

Authors: Luigi Longo, Armando Rungi, Massimo Riccaboni 

Publication date: 15 March 2022

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: http://eprints.imtlucca.it/4081/

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zbMATH Keywords

machine learningdynamic factor modelneural networksmacroeconomic forecastingCOVID-19 crisis

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Title not available (Why is that?)
• Approximately normal tests for equal predictive accuracy in nested models
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• Time series analysis by state space methods.
• The Vanishing Gradient Problem During Learning Recurrent Neural Nets and Problem Solutions

Cited In (3)

• On the impact of the Covid-19 health crisis on GDP forecasting: an empirical approach
• Forecasts of GDP growth and inflation under the influence of the Covid-19 pandemic: the case of Vietnam
• Macroeconomic forecasting based on LSTM-conditioned normalizing flows

Uses Software

• TensorFlow
• shap

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