Empirical analysis of macroeconomic data using machine learning methods

• Main Authors: Lee, Raynor Shang Ze, Seah, Kendrick, Ho, Spencer Choon Hooi
• Other Authors: Wang Wenjie
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2022
• Subjects: Social sciences::Economic theory::Macroeconomics; Social sciences::Economic theory::Public finance; Business::General::Economic and business aspects
• Online Access: https://hdl.handle.net/10356/162548
• Institution: Nanyang Technological University

Motivated by existing economic literature on applying machine learning methods to forecast highdimensional macroeconomic data, we endeavoured to apply these methodologies and models on data from Singapore and contribute to the lacking research in this area. Collecting data from multiple government o...