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Off to the Races: A Comparison of Machine Learning and Alternative Data for Predicting Economic Indicators
6 references·0 citing·31 second hopsampled
Off to the Races: A Comparison of Machine Learning and Alternative Data for Predicting Economic Indicators (2019)Off to the Races: A Comparison of Machine…The Billion Prices Project: Using Online Prices for Measurement and Research (2016)The Billion Prices Project: U…Big Data: New Tricks for Econometrics (2014)Big Data: New Tricks for Econ…Predicting the Present with Google Trends (2012)Predicting the Present with G…Optimal combination forecasts for hierarchical time series (2011)Optimal combination forecasts…Nowcasting: The real-time informational content of macroeconomic data (2008)Nowcasting: The real-time inf…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyDetermining the Number of Factors in Approximate Factor Models (2002)Forecasting Using Principal Components From a Large Number of Predictors (2002)Macroeconomic Forecasting Using Diffusion Indexes (2002)Large Bayesian vector auto regressions (2009)Real-Time Measurement of Business Conditions (2009)Prior Selection for Vector Autoregressions (2014)Production and inventory management (1983)The M3-Competition: results, conclusions and implications (2000)Automatic Time Series Forecasting: The forecast Package for R (2008)DeepAR: Probabilistic forecasting with autoregressive recurrent networks (2019)Forecasting: theory and practice (2022)M5 accuracy competition: Results, findings, and conclusions (2022)Why Are There Still So Many Jobs? The History and Future of Workplace Automation (2015)Human Decisions and Machine Predictions (2017)American Economic Review (2019)Trends and random walks in macroeconmic time series (1982)Google Econometrics and Unemployment Forecasting (2009)Forecasting private consumption: survey-based indicators vs. Google trends (2011)In Search of Attention (2011)Twitter mood predicts the stock market (2011)The Purchasing Power Parity Puzzle (1996)Frictionless Commerce? A Comparison of Internet and Conventional Retailers (2000)Are Online and Offline Prices Similar? Evidence from Large Multi-Channel Retailers (2016)Data ex Machina: Introduction to Big Data (2017)Tariff Pass-Through at the Border and at the Store: Evidence from US Trade Policy (2021)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Forecasting Economic Time Series (2000)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)
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References

  • 1994Comparing Predictive Accuracy5,578 cited
  • 2012Predicting the Present with Google Trends2,594 cited
  • 2014Big Data: New Tricks for Econometrics1,608 cited
  • 2008Nowcasting: The real-time informational content of macroeconomic data1,153 cited
  • 2011Optimal combination forecasts for hierarchical time series471 cited
  • 2016The Billion Prices Project: Using Online Prices for Measurement and Research310 cited

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