Seeing in the Dark : A Machine-Learning Approach to Nowcasting in Lebanon /

Macroeconomic analysis in Lebanon presents a distinct challenge. For example, long delays in the publication of GDP data mean that our analysis often relies on proxy variables, and resembles an extended version of the 'nowcasting' challenge familiar to many central banks. Addressing this p...

সম্পূর্ণ বিবরণ

গ্রন্থ-পঞ্জীর বিবরন
প্রধান লেখক: Tiffin, Andrew
বিন্যাস: পত্রিকা
ভাষা:English
প্রকাশিত: Washington, D.C. : International Monetary Fund, 2016.
মালা:IMF Working Papers; Working Paper ; No. 2016/056
বিষয়গুলি:
অনলাইন ব্যবহার করুন:Full text available on IMF
LEADER 01914cas a2200313 a 4500
001 AALejournalIMF016687
008 230101c9999 xx r poo 0 0eng d
020 |c 5.00 USD 
020 |z 9781513568089 
022 |a 1018-5941 
040 |a BD-DhAAL  |c BD-DhAAL 
100 1 |a Tiffin, Andrew. 
245 1 0 |a Seeing in the Dark :   |b A Machine-Learning Approach to Nowcasting in Lebanon /  |c Andrew Tiffin. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2016. 
300 |a 1 online resource (20 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a Macroeconomic analysis in Lebanon presents a distinct challenge. For example, long delays in the publication of GDP data mean that our analysis often relies on proxy variables, and resembles an extended version of the 'nowcasting' challenge familiar to many central banks. Addressing this problem-and mindful of the pitfalls of extracting information from a large number of correlated proxies-we explore some recent techniques from the machine learning literature. We focus on two popular techniques (Elastic Net regression and Random Forests) and provide an estimation procedure that is intuitively familiar and well suited to the challenging features of Lebanon's data. 
538 |a Mode of access: Internet 
650 7 |a GDP  |2 imf 
650 7 |a Macroeconomic Forecasts  |2 imf 
650 7 |a Nowcasting  |2 imf 
650 7 |a Random Forests  |2 imf 
650 7 |a WP  |2 imf 
651 7 |a Lebanon  |2 imf 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2016/056 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2016/056/001.2016.issue-056-en.xml  |z IMF e-Library