Forecasting Singapore GDP using the SPF data

In this article, we use econometric methods, machine learning methods, and a hybrid method to forecast the GDP growth rate in Singapore based on the Survey of Professional Forecasters (SPF). We compare the performance of these methods with the sample median used by the Monetary Authority of Singapor...

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Bibliographic Details
Main Authors: XIE, Tian, Yu, Jun
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2020
Subjects:
Online Access:https://ink.library.smu.edu.sg/soe_research/2396
https://ink.library.smu.edu.sg/context/soe_research/article/3395/viewcontent/Forecast_Singapore_GDP_using_SPF_Data02_.pdf
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Institution: Singapore Management University
Language: English