Macroeconomic forecasting using factor models and machine learning : an application to Japan
Kohei Maehashi, Mototsugu Shintani
| Year of publication: |
2020
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|---|---|
| Authors: | Maehashi, Kohei ; Shintani, Mototsugu |
| Published in: |
Journal of the Japanese and international economies : an international journal ; JJIE. - Amsterdam [u.a.] : Elsevier, ISSN 0889-1583, ZDB-ID 626389-6. - Vol. 58.2020, p. 1-17
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| Subject: | Bagging | Boosting | Composite forecast | Lasso | Neural network | Random forests | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Japan | Neuronale Netze | Neural networks | Wirtschaftsprognose | Economic forecast | Faktorenanalyse | Factor analysis | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jjie.2020.101104 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012654966