Forecasting Singapore's economy using statistical learning and factor models

Forecasting Singapore's economy using statistical learning and factor models

We evaluate the performance of the penalized vector autoregression (VAR), diffusion index (DI), and regression tree-based ensemble learning models to forecast Singapore's macroeconomy using high-dimensional data. Our dataset consists of 220 monthly time series that capture the economy of Singap...

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書目詳細資料
Main Authors:	Foo, Benedict, Koh, Deng Yao, Tan, Juan Pang, Wang, Wenjie
其他作者:	School of Social Sciences
格式:	Article
語言:	English
出版:	2023
主題:	Social sciences::Economic theory Diffusion Index Forecasting
在線閱讀:	https://hdl.handle.net/10356/170350
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Nanyang Technological University
語言:	English

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