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stat.AP2026
Forecasting in the Fog: Real-Time versus Revised-Data Evidence on Machine Learning's Edge over the Phillips Curve
Louis Agyekum, Obed Obese
ML inflation forecasts are almost universally trained on fully revised data, even though real-time forecasters never have such data, and reported feature importances are typically…
stat.AP2026
Forecasting and Explaining the Phillips Curve: A SHAP-Based Comparison of Machine Learning and Traditional Time-Series Models for Canadian Unemployment and Inflation
Louis Agyekum
This study evaluates the out-of-sample forecasting ability of six model types: ARIMA, VAR, Random Forest, XGBoost, LSTM, and GRU, for monthly Canadian inflation from January 2012 t…