Nowcasting US GDP Using Tree-Based Ensemble Models and Dynamic Factors
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DOI: 10.1007/s10614-020-10083-5
Abstract: In this study, we nowcast quarter-over-quarter US GDP growth rates between 2000Q2 and 2018Q4 using tree-based ensemble machine learning models, namely, bagged decision trees, random forests, and stochastic gradient tree boosting. To solve the ragged… read more here.
Keywords: ensemble models; based ensemble; tree based; dynamic factors ... See more keywords