Philippe Goulet Coulombe : Citation Profile


Université du Québec à Montréal (UQAM)

6

H index

5

i10 index

218

Citations

RESEARCH PRODUCTION:

9

Articles

40

Papers

RESEARCH ACTIVITY:

   6 years (2019 - 2025). See details.
   Cites by year: 36
   Journals where Philippe Goulet Coulombe has often published
   Relations with other researchers
   Recent citing documents: 83.    Total self citations: 29 (11.74 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgo1022
   Updated: 2026-01-17    RAS profile: 2025-04-13    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Stevanovic, Dalibor (13)

Diebold, Francis (12)

Rudebusch, Glenn (8)

Marcellino, Massimiliano (5)

ZHANG, BOYUAN (5)

Schütte, Erik Christian (2)

Borup, Daniel (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Philippe Goulet Coulombe.

Is cited by:

Huber, Florian (15)

Marcellino, Massimiliano (15)

Koop, Gary (8)

Clark, Todd (8)

Stevanovic, Dalibor (7)

Diebold, Francis (7)

Ruiz, Esther (5)

Rudebusch, Glenn (5)

Benchimol, Jonathan (5)

Miller, J. (5)

Wolff, Guntram (4)

Cites to:

Stevanovic, Dalibor (46)

Watson, Mark (39)

Ng, Serena (35)

Giannone, Domenico (30)

Stock, James (27)

McCracken, Michael (23)

Primiceri, Giorgio (22)

Diebold, Francis (22)

Lenza, Michele (21)

Marcellino, Massimiliano (20)

Blanchard, Olivier (20)

Main data


Where Philippe Goulet Coulombe has published?


Journals with more than one article published# docs
Journal of Applied Econometrics2
Journal of Econometrics2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org18
Working Papers / Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management11
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta2

Recent works citing Philippe Goulet Coulombe (2025 and 2024)


YearTitle of citing document
2024Annual Food Price Inflation Forecasting: A Macroeconomic Random Forest Approach. (2024). Stewart, Shamar ; McWilliams, William N ; Massa, Olga Isengildina. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343923.

Full description at Econpapers || Download paper

2024Annual Food Price Inflation Forecasting: A Macroeconomic Random Forest Approach. (2024). McWilliams, William N ; Stewart, Shamar L ; Massa, Olga Isengildina. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343923.

Full description at Econpapers || Download paper

2024High-Dimensional Granger Causality for Climatic Attribution. (2024). Smeekes, Stephan ; Margaritella, Luca ; Friedrich, Marina. In: Papers. RePEc:arx:papers:2302.03996.

Full description at Econpapers || Download paper

2025Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856.

Full description at Econpapers || Download paper

2025Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Baruník, Jozef ; Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867.

Full description at Econpapers || Download paper

2024Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK. (2024). Szendrei, Tibor ; Varga, Katalin. In: Papers. RePEc:arx:papers:2404.01451.

Full description at Econpapers || Download paper

2025Kernel Three Pass Regression Filter. (2025). Jat, Rajveer ; Padha, Daanish. In: Papers. RePEc:arx:papers:2405.07292.

Full description at Econpapers || Download paper

2024Dealing with idiosyncratic cross-correlation when constructing confidence regions for PC factors. (2024). Ruiz, Esther ; Poncela, Pilar ; Fresoli, Diego. In: Papers. RePEc:arx:papers:2407.06883.

Full description at Econpapers || Download paper

2024Nowcasting R&D Expenditures: A Machine Learning Approach. (2024). de Rassenfosse, Ga'Etan ; Aboutorabi, Atin. In: Papers. RePEc:arx:papers:2407.11765.

Full description at Econpapers || Download paper

2024Calibrated quantile prediction for Growth-at-Risk. (2024). Vantini, Simone ; Neri, Luca ; Fontana, Matteo ; Bogani, Pietro. In: Papers. RePEc:arx:papers:2411.00520.

Full description at Econpapers || Download paper

2024Unveiling True Talent: The Soccer Factor Model for Skill Evaluation. (2024). Andorra, Alexandre ; Gobel, Maximilian. In: Papers. RePEc:arx:papers:2412.05911.

Full description at Econpapers || Download paper

2025A Supervised Screening and Regularized Factor-Based Method for Time Series Forecasting. (2025). Gao, Zhaoxing ; Tu, Sihan. In: Papers. RePEc:arx:papers:2502.15275.

Full description at Econpapers || Download paper

2025Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning. (2025). Pawar, Amit ; Pratap, Bhanu ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2504.05350.

Full description at Econpapers || Download paper

2025Ordinary Least Squares as an Attention Mechanism. (2025). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2504.09663.

Full description at Econpapers || Download paper

2025GDP-GFCF Dynamics Across Global Economies: A Comparative Study of Panel Regressions and Random Forest. (2025). Raczkowski, Konrad ; Filip, Dariusz ; Klopotek, Robert A ; Landowska, Alina. In: Papers. RePEc:arx:papers:2504.20993.

Full description at Econpapers || Download paper

2025Opening the Black Box of Local Projections. (2025). Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2505.12422.

Full description at Econpapers || Download paper

2025Electricity Market Predictability: Virtues of Machine Learning and Links to the Macroeconomy. (2025). Cai, Jinbo ; Wang, Wenjie ; Li, Wenze. In: Papers. RePEc:arx:papers:2507.07477.

Full description at Econpapers || Download paper

2025Testing Clustered Equal Predictive Ability with Unknown Clusters. (2025). Akgun, Oguzhan ; Urga, Giovanni ; Pirotte, Alain ; Yang, Zhenlin. In: Papers. RePEc:arx:papers:2507.14621.

Full description at Econpapers || Download paper

2025Macroeconomic Forecasting and Machine Learning. (2025). Giannone, Domenico ; Ghigliazza, Raffaele M ; Fan, Ting-Han ; Chi, Ta-Chung. In: Papers. RePEc:arx:papers:2510.11008.

Full description at Econpapers || Download paper

2025Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Coulombe, Philippe Goulet. In: Working Papers. RePEc:bbh:wpaper:25-04.

Full description at Econpapers || Download paper

2025Global | Geopolítica, geoeconomía y riesgo: un enfoque basado en aprendizaje automático. (2025). Research, Bbva ; Rodrigo, Tomasa ; Ortiz, Alvaro. In: Working Papers. RePEc:bbv:wpaper:2514.

Full description at Econpapers || Download paper

2024Machine Learning and Economic Forecasting: the role of international trade networks. (2024). Silva, Thiago ; Berri, Paulo Victor ; Amancio, Diego Raphael. In: Working Papers Series. RePEc:bcb:wpaper:597.

Full description at Econpapers || Download paper

2024Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks. (2024). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:53-76.

Full description at Econpapers || Download paper

2024CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting. (2024). Bozhechkova, Alexandra ; Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:3:p:45-69.

Full description at Econpapers || Download paper

2024Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View. (2024). Herman, Van Dijk. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:155-176:n:12.

Full description at Econpapers || Download paper

2025Forecasting Macro with Finance. (2025). Schmitz, N ; Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2574.

Full description at Econpapers || Download paper

2025Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-15.

Full description at Econpapers || Download paper

2025GDP 5.0: Real-Time, Micro-Founded and Sustainable Metrics for Beyond-GDP Economic Assessment. (2025). Elimam, Sarah ; Warin, Thierry. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-20.

Full description at Econpapers || Download paper

2025Colombian economic activity nowcasting: addressing nonlinearities and high dimensionality through machine-learning. (2025). Rincn, Juan Jos. In: Documentos CEDE. RePEc:col:000089:021388.

Full description at Econpapers || Download paper

2025Beyond GARCH: Bayesian Neural Stochastic Volatility. (2025). Marn, Juan Miguel ; Guo, Hongfei ; Veiga, Helena. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:47944.

Full description at Econpapers || Download paper

2024Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806.

Full description at Econpapers || Download paper

2025Forecasting Dutch inflation using machine learning methods. (2025). de Winter, Jasper ; Rasiawan, Rajni ; Berben, Robert-Paul. In: Working Papers. RePEc:dnb:dnbwpp:828.

Full description at Econpapers || Download paper

2025A strategic view on the economic and inflation environment in the euro area. (2025). Wauters, Joris ; Valderrama, Maria ; Röhe, Oke ; Pönkä, Harri ; Paredes, Joan ; Parker, Miles ; Meunier, Baptiste ; Meyler, Aidan ; Manu, Ana-Simona ; Mazelis, Falk ; Kataryniuk, Iván ; Gulan, Adam ; Grimaud, Alex ; De Backer, Bruno ; Checherita Westphal, Cristina ; Benatti, Nicola ; Banbura, Marta ; Venditti, Fabrizio ; Kase, Hanno ; Aguilar, Pablo ; Gareis, Johannes ; Pnk, Harri ; Roma, Moreno ; Luketina, Marko ; Cova, Pietro ; Battistini, Niccol ; Kobayashi, Alicja ; Gallegos, Jose Elias ; Reedik, Reet ; Brand, Claus ; Lawton, Neil ; Hoeberichts, Marco ; Albertazzi, Ugo ; Sigwalt, Antoine ; Lydon, Reamonn ; Dorrucci, Ettore ; Ciccarelli, Matteo ; Muggenthaler-Gerathewohl, Philip ; Goy, Gavin ; Tth, MT ; Bobeica, Elena ; Kornprobst, Antoine ; Angelini, Elena ; Hutchinson, John ; Esposito, Claudia ; Schupp, Fabian ; Martorana, Giulia ; Dedola, Luca ; Kilponen, Juha ; Manzoni, Claudio ; Georgarakos, Dimitris ; Szrfi, Bla ; Dossche, Maarten ; Lisack, Nomie ; Botelho, Vasco ; Hynck, Christian ; Attinasi, Maria Grazia ; Wieland, Elisabeth ; Zimic, Sreko ; Hernndez, Catalina Martnez ; Schmller, Michaela Elfsbacka ; Gross, Johannes ; Bates, Colm ; Burriel, Pablo ; McGregor, Thomas ; Bitter, Lea ; Karakitsios, Alexandros ; Bessonovs, Andrejs ; Speck, Christian ; Modery, Wolfgang ; Falath, Juraj ; Nickel, Christiane ; Martnez-Martin, Jaime ; Bakowska, Katarzyna ; Galati, Gabriele ; Ioannou, Demosthenes ; Beck, Jeanne ; Kazakova, Daria ; Babura, Marta ; Papetti, Andrea ; Durero, Filippo ; Montes-Galdn, Carlos ; Emter, Lorenz ; Moral-Benito, Enrique ; Hahn, Elke ; Zimmer, Hlne ; Lodge, David ; Kasimati, Evangelia ; Bonam, Dennis ; Ili, Ivan ; D'Agostino, Mario ; Christoffel, Kai ; Momferatou, Daphne ; Enders, Almira ; Ilieva, Boryana ; Westermann, Thomas ; Frhling, Annette ; Lenza, Michele ; Kenny, Geoff ; Checherita-Westphal, Cristina ; Ribeiro, Pedro ; Rigato, Rodolfo Dinis ; Osbat, Chiara ; Koester, Gerrit ; Juvonen, Petteri ; Zorko, Robert ; Fritzer, Friedrich ; Pierluigi, Beatrice ; Nuo, Galo ; Lebastard, Laura ; Borgy, Vladimir ; Reichenbachas, Tomas ; Ploj, Gasper ; Landau, Bettina ; Jorra, Markus ; Zizza, Roberta ; Sanchez, Pablo Garcia ; Ortega, Eva ; Priftis, Romanos ; Kuik, Friderike ; Corbisiero, Giuseppe ; Consolo, Agostino ; Ilkova, Ivelina ; Franceschi, Emanuele ; Page, Adrian ; Holton, Sarah ; Kocharkov, Georgi ; Akkaya, Yildiz ; Gumiel, Jos Emilio ; Warmedinger, Thomas ; Prat, Blanca ; Chahad, Mohammed ; Lopez-Garcia, Paloma ; Debono, Nathaniel ; Carvalho, Alexandre ; Krief, Elias ; Foroni, Claudia ; Sagot, Juliette. In: Occasional Paper Series. RePEc:ecb:ecbops:2025371.

Full description at Econpapers || Download paper

2024Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Wieland, Elisabeth ; Menz, Jan-Oliver ; Carstensen, Kai ; Schnorrenberger, Richard ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930.

Full description at Econpapers || Download paper

2025Beware of large shocks! A non-parametric structural inflation model. (2025). Hernndez, Catalina Martnez ; Huber, Florian ; Holton, Sarah ; Bobeica, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20253052.

Full description at Econpapers || Download paper

2025Opening the black box of local projections. (2025). Klieber, Karin ; Coulombe, Philippe Goulet. In: Working Paper Series. RePEc:ecb:ecbwps:20253105.

Full description at Econpapers || Download paper

2024Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

Full description at Econpapers || Download paper

2024Polar amplification in a moist energy balance model: A structural econometric approach to estimation and testing. (2024). Miller, J. ; Brock, William A. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002306.

Full description at Econpapers || Download paper

2025Bayesian neural networks for macroeconomic analysis. (2025). Marcellino, Massimiliano ; Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s030440762400188x.

Full description at Econpapers || Download paper

2025Is machine learning a necessity? A regression-based approach for stock return prediction. (2025). Zhao, Junyi ; Bo, Albert ; Jiang, Shan ; Cheng, Tingting. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000209.

Full description at Econpapers || Download paper

2024Global, Arctic, and Antarctic sea ice volume predictions using score-driven threshold climate models. (2024). Escribano, Alvaro ; Blazsek, Szabolcs ; Kristof, Erzsebet. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002998.

Full description at Econpapers || Download paper

2024A machine learning approach in stress testing US bank holding companies. (2024). Fonton, Ahmadou Mustapha. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004083.

Full description at Econpapers || Download paper

2025Non-stationary financial risk factors and macroeconomic vulnerability for the UK. (2025). Szendrei, Tibor ; Varga, Katalin. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007981.

Full description at Econpapers || Download paper

2024Fan charts in era of big data and learning. (2024). Baruník, Jozef ; Hanus, Lubo ; Barunik, Jozef. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000333.

Full description at Econpapers || Download paper

2025Forecasting the aggregate market volatility by boosted neural networks. (2025). Ciner, Cetin. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015344.

Full description at Econpapers || Download paper

2024Forecasting UK inflation bottom up. (2024). Potjagailo, Galina ; Kapetanios, George ; Chakraborty, Chiranjit ; Joseph, Andreas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1521-1538.

Full description at Econpapers || Download paper

2025Forecasting macroeconomic tail risk in real time: Do textual data add value?. (2025). Prser, Jan ; Admmer, Philipp ; Schssler, Rainer A. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:307-320.

Full description at Econpapers || Download paper

2025Time-varying parameters as ridge regressions. (2025). Coulombe, Philippe Goulet. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:982-1002.

Full description at Econpapers || Download paper

2025Predicting the technological complexity of global cities based on unsupervised and supervised machine learning methods. (2025). Riccaboni, Massimo ; Gnecco, Giorgio ; Edet, Samuel ; Nutarelli, Federico. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:234:y:2025:i:c:s0167268125001301.

Full description at Econpapers || Download paper

2025What goes around comes around: The US climate-economic cycle. (2025). Boss, Konstantin ; Testa, Alessandra. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:85:y:2025:i:c:s0164070425000175.

Full description at Econpapers || Download paper

2025Machine learning goes beyond: Time-varying monetary policy and oil price pass-through to inflation expectations. (2025). Cho, Dooyeon ; Jung, Jaehun. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:85:y:2025:i:c:s0164070425000382.

Full description at Econpapers || Download paper

2024Geopolitical risks and crude oil futures volatility: Evidence from machine learning. (2024). Niu, Zibo ; Wang, Wentao ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007414.

Full description at Econpapers || Download paper

2024Machine learning and economic forecasting: The role of international trade networks. (2024). Silva, Thiago ; Berri, Paulo Victor ; Amancio, Diego R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:649:y:2024:i:c:s0378437124004862.

Full description at Econpapers || Download paper

2025Hybrid ML models for volatility prediction in financial risk management. (2025). Rao, Amar ; Dhochak, Monika ; Kumar, Satish. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000784.

Full description at Econpapers || Download paper

2024Using machine learning for NEETs and sustainability studies: Determining best machine learning algorithms. (2024). Berigel, Muhammet ; Bozta, Gizem Dilan ; Neagu, Gabriela ; Rocca, Antonella. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:94:y:2024:i:c:s0038012124001204.

Full description at Econpapers || Download paper

2025Enhancing economic cycle forecasting based on interpretable machine learning and news narrative sentiment. (2025). Sun, Weixin ; Wang, Yong ; Zhang, LI ; Chen, Xihui Haviour ; Hoang, Yen Hai. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:215:y:2025:i:c:s0040162525001258.

Full description at Econpapers || Download paper

2025Predictive modeling the past. (2025). Paker, Meredith ; Stephenson, Judy ; Wallis, Patrick. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128852.

Full description at Econpapers || Download paper

2025Optimal Weighted Markov Model and Markov Optimal Weighted Combination Model with Their Application in Hunan’s Gross Domestic Product. (2025). Qiu, Meilan ; Luo, Chingfei ; Li, Dewang. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:3:p:533-:d:1584359.

Full description at Econpapers || Download paper

2025Nowcasting Perus GDP with Machine Learning Methods. (2025). Tang, Juan ; Flores Audante, Jairo ; Ruelas-Huanca, Walter ; Gonzaga, Bruno. In: IHEID Working Papers. RePEc:gii:giihei:heidwp01-2025.

Full description at Econpapers || Download paper

2025Modelling the dependence between recent changes in polar ice sheets: Implications for global sea-level projections. (2025). Martinez, Andrew ; Jackson, Luke P ; Pretis, Felix ; Juselius, Katarina. In: Working Papers. RePEc:gwc:wpaper:2025-002.

Full description at Econpapers || Download paper

2024Are national or regional surveys useful for nowcasting regional jobseekers? The case of the French region of Pays-de-la-Loire. (2024). Darne, Olivier ; Cariou, Clement ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-04675599.

Full description at Econpapers || Download paper

2024Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2024). Singh, Sunny Kumar ; Chakraborty, Tanujit ; Sengupta, Shovon. In: Post-Print. RePEc:hal:journl:hal-05056934.

Full description at Econpapers || Download paper

2024Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change. (2024). Miller, J. ; Chang, Yoosoon ; Park, Joon K. In: CAEPR Working Papers. RePEc:inu:caeprp:2024007.

Full description at Econpapers || Download paper

2024Taking the Pulse of Fiscal Distress: Inflation, Depreciation, and Crises. (2024). Uribe, Jorge ; Valencia, Oscar. In: IREA Working Papers. RePEc:ira:wpaper:202416.

Full description at Econpapers || Download paper

2025A short drop or a sudden stop? Sanctions, trade shocks, and firms adjustment margins. (2025). Gavoille, Nicolas. In: Working Papers. RePEc:ltv:wpaper:202503.

Full description at Econpapers || Download paper

2024A comparison of using MIDAS and LSTM models for GDP nowcasting. (2024). Gliic, Iva. In: Working Papers Bulletin. RePEc:nsb:bilten:22.

Full description at Econpapers || Download paper

2025Interval, Quantile and Density Forecasts. (2025). Yanchev, Mihail. In: Economic Alternatives. RePEc:nwe:eajour:y:2025:i:1:p:109-129.

Full description at Econpapers || Download paper

2024Assessing Emerging Markets through Transactional Dynamics: A New Multi-Dimensional Valuation Framework. (2024). Midha, Joshua. In: SocArXiv. RePEc:osf:socarx:d8jkt.

Full description at Econpapers || Download paper

2024Assessing Emerging Markets through Transactional Dynamics: A New Multi-Dimensional Valuation Framework. (2024). Midha, Joshua. In: SocArXiv. RePEc:osf:socarx:d8jkt_v1.

Full description at Econpapers || Download paper

2024Systematizing Macroframework Forecasting: High-Dimensional Conditional Forecasting with Accounting Identities. (2024). Kim, Taehoon ; Ando, Sakai. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:4:d:10.1057_s41308-023-00225-8.

Full description at Econpapers || Download paper

2025Arctic sea ice thickness prediction using machine learning: a long short-term memory model. (2025). Faury, Olivier ; Cheaitou, Ali ; Zaatar, Tarek ; Rigot-Muller, Patrick. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:1:d:10.1007_s10479-024-06457-9.

Full description at Econpapers || Download paper

2025Stock return forecasting based on the proxy variables of category factors. (2025). Zhao, Yuan ; Gong, Xue ; Zhang, Weiguo ; Xu, Weijun. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00779-8.

Full description at Econpapers || Download paper

2024Forecasting and Analyzing Predictors of Inflation Rate: Using Machine Learning Approach. (2024). Das, Prabir Kumar. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:2:d:10.1007_s40953-024-00384-z.

Full description at Econpapers || Download paper

2025Macroeconomic Nowcasting: What can Central Banks Learn from a Structured Literature Review?. (2025). Kathuria, Vinish ; Sharma, Manu. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:23:y:2025:i:2:d:10.1007_s40953-024-00421-x.

Full description at Econpapers || Download paper

2024Identification of Time-Varying Factor Models. (2024). Cheung, Ying Lun. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:42:y:2024:i:1:p:76-94.

Full description at Econpapers || Download paper

2025A Neural Network-VAR for Long-Term Forecasting: An Application to Monetary Policy Effects in the Euro Area. (2025). Basso, Antonella ; Visentin, Guglielmo Alessandro ; Corazza, Marco ; Barro, Diana. In: Working Papers. RePEc:ven:wpaper:2025:24.

Full description at Econpapers || Download paper

2024Forecast combination in agricultural economics: Past, present, and the future. (2024). Ramsey, Austin ; Adjemian, Michael K. In: Applied Economic Perspectives and Policy. RePEc:wly:apecpp:v:46:y:2024:i:4:p:1450-1478.

Full description at Econpapers || Download paper

2024Nowcasting Euro area GDP with news sentiment: A tale of two crises. (2024). Saiz, Lorena ; Ashwin, Julian ; Kalamara, Eleni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:887-905.

Full description at Econpapers || Download paper

2024A forecasting model for oil prices using a large set of economic indicators. (2024). Hejase, Ale ; Jamali, Ibrahim ; el Hokayem, Jihad. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1615-1624.

Full description at Econpapers || Download paper

2024Are national or regional surveys useful for nowcasting regional jobseekers? The case of the French region of Pays‐de‐la‐Loire. (2024). Darne, Olivier ; Cariou, Clement ; Charles, Amelie. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2341-2357.

Full description at Econpapers || Download paper

2025Taming Data‐Driven Probability Distributions. (2025). Hanus, Lubo ; Barunk, Jozef. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:676-691.

Full description at Econpapers || Download paper

2025Deciphering Long‐Term Economic Growth: An Exploration With Leading Machine Learning Techniques. (2025). Kakinaka, Makoto ; Lin, Chingyang ; Oo, Zin Mar. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:4:p:1531-1562.

Full description at Econpapers || Download paper

2025Unpacking trend inflation: Evidence from a factor correlated unobserved components model of sticky and flexible prices. (2025). Mendieta-Muñoz, Ivan ; Mendieta-Munoz, Ivan ; Li, Mengheng. In: EconStor Preprints. RePEc:zbw:esprep:320299.

Full description at Econpapers || Download paper

Works by Philippe Goulet Coulombe:


YearTitleTypeCited
2020Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach In: Papers.
[Full Text][Citation analysis]
paper14
2021Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach.(2021) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
article
2020Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach.(2020) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2021Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis In: Papers.
[Full Text][Citation analysis]
paper6
2021Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2021The Macroeconomy as a Random Forest In: Papers.
[Full Text][Citation analysis]
paper10
2021The Macroeconomy as a Random Forest.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2024The macroeconomy as a random forest.(2024) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
article
2021Macroeconomic Data Transformations Matter In: Papers.
[Full Text][Citation analysis]
paper17
2021Macroeconomic Data Transformations Matter.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17
paper
2020Macroeconomic Data Transformations Matter.(2020) In: CIRANO Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17
paper
2021Macroeconomic data transformations matter.(2021) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17
article
2024To Bag is to Prune In: Papers.
[Full Text][Citation analysis]
paper0
2021To Bag is to Prune.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2020How is Machine Learning Useful for Macroeconomic Forecasting? In: Papers.
[Full Text][Citation analysis]
paper130
2020How is Machine Learning Useful for Macroeconomic Forecasting?.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 130
paper
2019How is Machine Learning Useful for Macroeconomic Forecasting?.(2019) In: CIRANO Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 130
paper
2022How is machine learning useful for macroeconomic forecasting?.(2022) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 130
article
2024Time-Varying Parameters as Ridge Regressions In: Papers.
[Full Text][Citation analysis]
paper0
2021Can Machine Learning Catch the COVID-19 Recession? In: Papers.
[Full Text][Citation analysis]
paper14
2021Can Machine Learning Catch the COVID-19 Recession?.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2021Can Machine Learning Catch the COVID-19 Recession?.(2021) In: CIRANO Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2021Can Machine Learning Catch the COVID-19 Recession?.(2021) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2021CAN MACHINE LEARNING CATCH THE COVID-19 RECESSION?.(2021) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
article
2021Slow-Growing Trees In: Papers.
[Full Text][Citation analysis]
paper0
2021Slow-Growing Trees.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2021On Spurious Causality, CO2, and Global Temperature In: Papers.
[Full Text][Citation analysis]
paper2
2021On Spurious Causality, CO 2 , and Global Temperature.(2021) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2024A Neural Phillips Curve and a Deep Output Gap In: Papers.
[Full Text][Citation analysis]
paper6
2022A Neural Phillips Curve and a Deep Output Gap.(2022) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2023When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume In: Papers.
[Full Text][Citation analysis]
paper6
2023When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume.(2023) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
article
2022When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume.(2022) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2022When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume.(2022) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2023Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models In: Papers.
[Full Text][Citation analysis]
paper1
2022Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models.(2022) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2023Assessing and comparing fixed-target forecasts of Arctic sea ice: Glide charts for feature-engineered linear regression and machine learning models.(2023) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2022Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice:Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models.(2022) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2024Maximally Machine-Learnable Portfolios In: Papers.
[Full Text][Citation analysis]
paper0
2023Maximally Machine-Learnable Portfolios.(2023) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks In: Papers.
[Full Text][Citation analysis]
paper2
2023From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks.(2023) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2024Maximally Forward-Looking Core Inflation In: Papers.
[Full Text][Citation analysis]
paper2
2024Dual Interpretation of Machine Learning Forecasts In: Papers.
[Full Text][Citation analysis]
paper3
2025An Adaptive Moving Average for Macroeconomic Monitoring In: Papers.
[Full Text][Citation analysis]
paper0
2020Prévision de l’activité économique au Québec et au Canada à l’aide des méthodes Machine Learning In: CIRANO Project Reports.
[Full Text][Citation analysis]
paper0
2024Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
2022The Anatomy of Out-of-Sample Forecasting Accuracy In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper5
2024The Anatomy of Out-of-Sample Forecasting Accuracy.(2024) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team