Econometrics of Machine Learning Methods in Economic Forecasting

Andrii Babii, Eric Ghysels, Jonas Striaukas

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

Original languageEnglish
Title of host publicationHandbook of Research Methods and Applications in Macroeconomic Forecasting
EditorsMichael P. Clements, Ana Beatriz Galvão
Number of pages28
Place of PublicationCheltenham
PublisherEdward Elgar Publishing
Publication date2024
Pages246–273
Chapter10
ISBN (Print)9781035310043
ISBN (Electronic)9781035310050
DOIs
Publication statusPublished - 2024

Keywords

  • Macroeconomic forecasting
  • Bayesian vector autoregressions
  • Big data
  • Machine learning
  • Density forecasts

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