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Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area and Germany
12 references·3 citing·45 second hop
Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area and Germany (2014)Assessing the Macroeconomic Forecasting P…Forecasting with many predictors: Is boosting a viable alternative? 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this work references cited by second hop

References

  • 1997A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting20,469 cited
  • 1995A desicion-theoretic generalization of on-line learning and an application to boosting2,384 cited
  • 2004Monetary Policy in Real Time339 cited
  • 2009Boosting diffusion indices143 cited
  • 2010Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence138 cited
  • 1997Cointegration and Long-Horizon Forecasting123 cited
  • 2010Forecasting large datasets with Bayesian reduced rank multivariate models109 cited
  • 1998Cointegration and Long-Horizon Forecasting46 cited
  • 2010Conditional Markov chain and its application in economic time series analysis42 cited
  • 2008Improving moving average trading rules with boosting and statistical learning methods38 cited
  • 2011Forecasting with many predictors: Is boosting a viable alternative?38 cited
  • 2005Boosting-Based Frameworks in Financial Modeling: Application to Symbolic Volatility Forecasting23 cited

Cited by

  • 2021Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York30 cited
  • 2020Economic forecasting with evolved confidence indicators29 cited

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2015
A quantile-boosting approach to forecasting gold returns
28 cited