Work

Macroeconomic forecasting using factor models and machine learning: an application to Japan

Year: 2020

Type: article

Source: Journal of the Japanese and International Economies

DOI: 10.1016/j.jjie.2020.101104

Authors: Kohei Maehashi, Mototsugu Shintani

Institutions: Bank of Japan, The University of Tokyo

Language: English

Topic: Forecasting Techniques and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funders: University of Tokyo, Japan Society for the Promotion of Science

Awards: Macroeconometric analysis using machine learning, G4355098480, Econometric analysis of risk of asset price fluctuations and business cycles using big and high-frequency data, G7504980415

OpenAlex ID: W3048746272

FWCI: 4.453

Cites: 54

Cited by: 53

Related to: 10