Yifei Wang

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

  • International Monetary Fund (IMF)

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Scholarly Papers (1)

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Nowcasting GDP - a Scalable Approach Using DFM, Machine Learning and Novel Data, Applied to European Economies

IMF Working Paper No. 2022/052
Number of pages: 45 Posted: 14 Apr 2022
Jean-Francois Dauphin, Kamil Dybczak, Morgan Maneely, Marzie Taheri Sanjani, Nujin Suphaphiphat, Yifei Wang and Hanqi Zhang
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and Independent
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Abstract:

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Nowcasting, Factor Model, Machine Learning, Large Data Sets, machine learning algorithm, novel data, approach Using DFM, support vector Machine, data availability, Machine learning, COVID-19, Business cycles, Factor models, Global, Caribbean, Europe