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Forecasting economic time series using targeted predictors

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References

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2019Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods

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2010A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP258 cited

2015Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility243 cited

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2016Nonlinear forecasting with many predictors using kernel ridge regression144 cited