25 citations · 33 across the 7 of their papers we have counts for
3 papers · 1 filter
From Many Models, One: Macroeconomic Forecasting with Reservoir Ensembles
Giovanni Ballarin, Lyudmila Grigoryeva, Yui Ching Li
Model combination is a powerful approach for achieving superior performance compared to selecting a single model. We study both theoretically and empirically the effectiveness of e…
Impulse Response Analysis of Structural Nonlinear Time Series Models
Giovanni Ballarin
This paper proposes a semiparametric sieve approach to estimate impulse response functions of nonlinear time series within a general class of structural autoregressive models. We p…
Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data
Giovanni Ballarin, Petros Dellaportas, Lyudmila Grigoryeva +3
Macroeconomic forecasting has recently started embracing techniques that can deal with large-scale datasets and series with unequal release periods. MIxed-DAta Sampling (MIDAS) and…