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How is machine learning useful for macroeconomic forecasting?

Philippe Goulet Coulombe; Maxime Leroux; Dalibor Stevanović dkk.

Journal of Applied Econometrics · 2022 · Inggris · OpenAlex Scopus

Summary We move beyond Is Machine Learning Useful for Macroeconomic Forecasting? by adding the how . The current forecasting literature has focused on matching specific variables and horizons with a particularly successful algorithm. To the contrary, we study the usefulness of the underlying…