Maxime Leroux

University of Quebec at Montreal (UQAM) - Department of Economics

3150, rue Jean-Brillant

Montreal, Quebec H3T 1N8

Canada

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Macroeconomic Forecast Accuracy in Data-Rich Environment

Journal of Applied Econometrics // https://doi.org/10.1002/jae.2725
Number of pages: 50 Posted: 06 Jan 2021
University of Quebec at Montreal (UQAM) - Department of Economics, Université Paris Nanterre and Universite du Quebec a Montreal
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Abstract:

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Data-Rich Models, Factor Models, Forecasting, Model Averaging, Sparse Models, Regularization