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econ.EM2024★ 4 cited
Dual Interpretation of Machine Learning Forecasts
Philippe Goulet Coulombe, Maximilian Goebel, Karin Klieber
Machine learning predictions are typically interpreted as the sum of contributions of predictors. Yet, each out-of-sample prediction can also be expressed as a linear combination o…
econ.EM2024
Maximally Forward-Looking Core Inflation
Philippe Goulet Coulombe, Karin Klieber, Christophe Barrette +1
Timely monetary policy decision-making requires timely core inflation measures. We create a new core inflation series that is explicitly designed to succeed at that goal. Precisely…