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SSRNMacro-Finance & Rates

ML vs. Econometrics for Real GDP Predictions

Machine learning algorithms are more accurate than OLS models in predicting GDP growth, but understanding economic causality requires knowledge in economics and econometrics.

Featured in No. 10 on 2 Aug 2023 · 2 days after release

Released
31 Jul 2023
First featured
No. 10 · 2 Aug 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4526942

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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