Comparative computer simulation and empirical analysis of MIDAS and artificial neural network-UMIDAS models for short-and long-term US GDP forecasting

SKH Safi, OI Sanusi, A Arif - Competitiveness Review: An …, 2024 - emerald.com
Purpose This study aims to evaluate linear mixed data sampling (MIDAS), nonlinear artificial
neural networks (ANNs) and a hybrid approach for exploiting high-frequency information to …

How does the economic structure break change the forecast effect of money and credit on output? Evidence based on machine learning algorithms

Y Lu, Z Zhao, Y Tian, M Zhan - Pacific-Basin Finance Journal, 2024 - Elsevier
Abstracts This study examines quarterly data from China spanning 1993 to 2016, employing
machine learning algorithms to investigate the predictive ability of money and credit on …

Advanced Machine Learning Approaches for Enhanced GDP Nowcasting in Syria Through Comprehensive Analysis of Regularization Techniques

K Alakkari, B Ali, M Abotaleb… - … Journal of Big …, 2024 - journals.mesopotamian.press
This study addresses the challenge of nowcasting Gross Domestic Product (GDP) in data-
scarce environments, with a focus on Syria, a country facing significant economic and …

Reinvigorating GVA Nowcasting in the Post-pandemic Period: A Case Study for India

K NA, SS Bhadury, S Ghosh - Bulletin of Monetary Economics …, 2024 - bulletin.bmeb-bi.org
We reinvigorate nowcasting models considering structural changes caused by the COVID-
19 pandemic. It emphasizes the need to understand the heterogeneous impact of shocks on …

Nowcasting Madagascar's real GDP using machine learning algorithms

F Ramaharo, G Rasolofomanana - arXiv preprint arXiv:2401.10255, 2023 - arxiv.org
We investigate the predictive power of different machine learning algorithms to nowcast
Madagascar's gross domestic product (GDP). We trained popular regression models …

Monthly GDP nowcasting with Machine Learning and Unstructured Data

J Tenorio, W Perez - arXiv preprint arXiv:2402.04165, 2024 - arxiv.org
In the dynamic landscape of continuous change, Machine Learning (ML)" nowcasting"
models offer a distinct advantage for informed decision-making in both public and private …

[PDF][PDF] GDP nowcasting with machine learning and unstructured data to Peru

J Tenorio, W Pérez - 2023 - perueconomics.org
In a context of ongoing change,“nowcasting” models based on Machine Learning (ML)
algorithms deliver a noteworthy advantage for decision-making in both the public and …

Time Series Nowcasting of India's GDP with Machine Learning

N Malik, B Agarwal - … on Artificial Intelligence of Things (ICAIoT), 2022 - ieeexplore.ieee.org
The GDP forms an essential metric in assessing the state of the economy. However, the
GDP figures are only available with a certain lag whereas economists need the data on a …

[PDF][PDF] GDP nowcasting with Machine Learning and Unstructured Data

J Tenorio, W Perez - 2024 - researchgate.net
In a context of ongoing change,“nowcasting” models based on Machine Learning (ML)
algorithms deliver a noteworthy advantage for decision-making in both the public and …

[PDF][PDF] Comparative Analysis of Machine Learning and Autoregressive Models for Forecasting Economic Growth: A Case Study.

M Messaoudi, H Khouidmi - International Journal of Sustainable …, 2024 - researchgate.net
This study presents a comparative analysis of machine learning models, specifically
gradient boosting machine (GBM) and random forest (RF), against the traditional vector …