6
H index
5
i10 index
218
Citations
Université du Québec à Montréal (UQAM) | 6 H index 5 i10 index 218 Citations RESEARCH PRODUCTION: 9 Articles 40 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Philippe Goulet Coulombe. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Applied Econometrics | 2 |
| Journal of Econometrics | 2 |
| International Journal of Forecasting | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 18 |
| Working Papers / Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management | 11 |
| FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Annual 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 |
| 2024 | Annual 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 |
| 2024 | High-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 |
| 2025 | Coarsened 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 |
| 2025 | Learning 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 |
| 2024 | Non-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 |
| 2025 | Kernel Three Pass Regression Filter. (2025). Jat, Rajveer ; Padha, Daanish. In: Papers. RePEc:arx:papers:2405.07292. Full description at Econpapers || Download paper |
| 2024 | Dealing 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 |
| 2024 | Nowcasting 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 |
| 2024 | Calibrated 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 |
| 2024 | Unveiling 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 |
| 2025 | A 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 |
| 2025 | Non-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 |
| 2025 | Ordinary Least Squares as an Attention Mechanism. (2025). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2504.09663. Full description at Econpapers || Download paper |
| 2025 | GDP-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 |
| 2025 | Opening 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 |
| 2025 | Electricity 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 |
| 2025 | Testing 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 |
| 2025 | Macroeconomic 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 |
| 2025 | Panel 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 |
| 2025 | Global | 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 |
| 2024 | Machine 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 |
| 2024 | Forecasting 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 |
| 2024 | CLARA 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 |
| 2024 | Challenges 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 |
| 2025 | Forecasting Macro with Finance. (2025). Schmitz, N ; Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2574. Full description at Econpapers || Download paper |
| 2025 | Panel 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 |
| 2025 | GDP 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 |
| 2025 | Colombian 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 |
| 2025 | Beyond 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 |
| 2024 | Harnessing 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 |
| 2025 | Forecasting 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 |
| 2025 | A 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 |
| 2024 | Nowcasting 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 |
| 2025 | Beware 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 |
| 2025 | Opening 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 |
| 2024 | Non-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 |
| 2024 | Polar 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 |
| 2025 | Bayesian 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 |
| 2025 | Is 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 |
| 2024 | Global, 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 |
| 2024 | A 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 |
| 2025 | Non-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 |
| 2024 | Fan 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 |
| 2025 | Forecasting 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 |
| 2024 | Forecasting 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 |
| 2025 | Forecasting 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 |
| 2025 | Time-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 |
| 2025 | Predicting 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 |
| 2025 | What 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 |
| 2025 | Machine 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 |
| 2024 | Geopolitical 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 |
| 2024 | Machine 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 |
| 2025 | Hybrid 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 |
| 2024 | Using 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 |
| 2025 | Enhancing 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 |
| 2025 | Predictive 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 |
| 2025 | Optimal 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 |
| 2025 | Nowcasting 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 |
| 2025 | Modelling 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 |
| 2024 | Are 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 |
| 2024 | Forecasting 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 |
| 2024 | Shocking 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 |
| 2024 | Taking 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 |
| 2025 | A 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 |
| 2024 | A 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 |
| 2025 | Interval, 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 |
| 2024 | Assessing 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 |
| 2024 | Assessing 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 |
| 2024 | Systematizing 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 |
| 2025 | Arctic 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 |
| 2025 | Stock 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 |
| 2024 | Forecasting 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 |
| 2025 | Macroeconomic 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 |
| 2024 | Identification 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 |
| 2025 | A 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 |
| 2024 | Forecast 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 |
| 2024 | Nowcasting 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 |
| 2024 | A 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 |
| 2024 | Are 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 |
| 2025 | Taming 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 |
| 2025 | Deciphering 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 |
| 2025 | Unpacking 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 |
| Year | Title | Type | Cited |
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| 2020 | Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach In: Papers. [Full Text][Citation analysis] | paper | 14 |
| 2021 | Optimal 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 | |
| 2020 | Optimal 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 | |
| 2021 | Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2021 | Arctic 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 | |
| 2021 | The Macroeconomy as a Random Forest In: Papers. [Full Text][Citation analysis] | paper | 10 |
| 2021 | The Macroeconomy as a Random Forest.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2024 | The macroeconomy as a random forest.(2024) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2021 | Macroeconomic Data Transformations Matter In: Papers. [Full Text][Citation analysis] | paper | 17 |
| 2021 | Macroeconomic Data Transformations Matter.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2020 | Macroeconomic Data Transformations Matter.(2020) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2021 | Macroeconomic data transformations matter.(2021) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 2024 | To Bag is to Prune In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | To Bag is to Prune.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | How is Machine Learning Useful for Macroeconomic Forecasting? In: Papers. [Full Text][Citation analysis] | paper | 130 |
| 2020 | How is Machine Learning Useful for Macroeconomic Forecasting?.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 130 | paper | |
| 2019 | How 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 | |
| 2022 | How 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 | |
| 2024 | Time-Varying Parameters as Ridge Regressions In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Can Machine Learning Catch the COVID-19 Recession? In: Papers. [Full Text][Citation analysis] | paper | 14 |
| 2021 | Can Machine Learning Catch the COVID-19 Recession?.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Can 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 | |
| 2021 | Can 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 | |
| 2021 | CAN 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 | |
| 2021 | Slow-Growing Trees In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Slow-Growing Trees.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2021 | On Spurious Causality, CO2, and Global Temperature In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2021 | On Spurious Causality, CO 2 , and Global Temperature.(2021) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2024 | A Neural Phillips Curve and a Deep Output Gap In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2022 | A 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 | |
| 2023 | When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2023 | When 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 | |
| 2022 | When 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 | |
| 2022 | When 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 | |
| 2023 | Assessing 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] | paper | 1 |
| 2022 | Assessing 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 | |
| 2023 | Assessing 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 | |
| 2022 | Assessing 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 | |
| 2024 | Maximally Machine-Learnable Portfolios In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Maximally Machine-Learnable Portfolios.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2023 | From 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 | |
| 2024 | Maximally Forward-Looking Core Inflation In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2024 | Dual Interpretation of Machine Learning Forecasts In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2025 | An Adaptive Moving Average for Macroeconomic Monitoring In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Prévision de l’activité économique au Québec et au Canada à l’aide des méthodes Machine Learning In: CIRANO Project Reports. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2022 | The Anatomy of Out-of-Sample Forecasting Accuracy In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 5 |
| 2024 | The 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 |
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