3 citations · 3 across the 3 of their papers we have counts for
3 papers
MACROCAST: A Vintage-Consistent Time Series Foundation Model for Real-Time Macroeconomic Forecasting
Andrea Carriero, Davide Pettenuzzo, Shubhranshu Shekhar
We introduce MACROCAST, a lightweight Time Series Foundation Model (TSFM) for real-time macroeconomic forecasting. Existing TSFMs suffer from data leakage in two forms: temporal co…
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints
Joshua C. C. Chan, Davide Pettenuzzo, Aubrey Poon +1
Conditional forecasts, i.e. projections of a set of variables of interest on the future paths of some other variables, are used routinely by empirical macroeconomists in a number o…
Macroeconomic Forecasting with Large Language Models
Andrea Carriero, Davide Pettenuzzo, Shubhranshu Shekhar
This paper presents a comparative analysis evaluating the accuracy of Large Language Models (LLMs) against traditional macro time series forecasting approaches. In recent times, LL…