A nowcasting model of industrial production using alternative data and machine learning approaches

Author:

Furukawa Kakuho,Hisano Ryohei,Minoura Yukio,Yagi Tomoyuki

Publisher

Elsevier BV

Reference23 articles.

1. Artificial Intelligence Methods for Evaluating Global Trade Flows;Batarseh,2020

2. BIS (2021), "Use of Big Data Sources and Applications at Central Banks," IFC Report No.13 Feb. 2021.

3. Bolhuis, M.A. and B. Rayner (2020), "Deus ex Machina? A Framework for Macro Forecasting with Machine Learning," IMF Working Paper Series, No. 20/45.

4. Chapman, J.T.E. and A. Desai (2021), "Using Payments Data to Nowcast Macroeconomic Variables during the Onset of COVID-19," Bank of Canada Staff Working Paper, 2021-2.

5. Chen, T., T. He, M. Benesty, V. Khotilovich, Y. Tang, H. Cho, K. Chen, R. Mitchell, I. Cano, T. Zhou, M. Li, J. Xie, M. Lin, Y. Geng, Y. Li and J. Yuan (2020), xgboost: Extreme Gradient Boosting. R package version 1.2.0.1. 〈https://CRAN.R-project.org/package=xgboost〉.

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