Teresa Buchen

CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute

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Munich, 01069

Germany

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Assessing the Macroeconomic Forecasting Performance of Boosting - Evidence for the United States, the Euro Area, and Germany

CESifo Working Paper Series No. 4148
Number of pages: 25 Posted: 14 Mar 2013
Teresa Buchen and Klaus Wohlrabe
CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
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Abstract:

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macroeconomic forecasting, component-wise boosting, large datasets, variable selection, model selection criteria