Macroeconomic data transformations matter

Title
Macroeconomic data transformations matter
Authors
Keywords
Machine learning, Big data, Forecasting, Feature engineering, Regularization
Journal
INTERNATIONAL JOURNAL OF FORECASTING
Volume 37, Issue 4, Pages 1338-1354
Publisher
Elsevier BV
Online
2021-06-25
DOI
10.1016/j.ijforecast.2021.05.005

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