An Algorithmic Crystal Ball : Forecasts-based on Machine Learning /

Forecasting macroeconomic variables is key to developing a view on a country's economic outlook. Most traditional forecasting models rely on fitting data to a pre-specified relationship between input and output variables, thereby assuming a specific functional and stochastic process underlying...

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Bibliographic Details
Main Author: Jung, Jin-Kyu
Other Authors: Patnam, Manasa, Ter-Martirosyan, Anna
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2018.
Series:IMF Working Papers; Working Paper ; No. 2018/230
Subjects:
Online Access:Full text available on IMF