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GDP Forecasting: Machine Learning, Linear or Autoregression?
This paper compares the predictive power of different models to forecast the real U.S. GDP. Using quarterly data from 1976 to 2020, we find that the machine learning K-Nearest Neighbour (KNN) model captures the self-predictive ability of the U.S. GDP and performs better than traditional time series...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Frontiers Media S.A.
2021
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8554645/ https://www.ncbi.nlm.nih.gov/pubmed/34723174 http://dx.doi.org/10.3389/frai.2021.757864 |