Category: Blogs
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Macro Random Forest Leads To Macro Gains In Macro Forecasting
Tomorrow is the 11th ECB Forecasting Conference. I am excited to see so many top authors: Sims, Engle, Koop, Marcellino, Schorfeide, and many more. It is fitting that so many progenitors of the innovative models of yesteryear and workhorse methods of today — VAR, ARCH, and Bayesian macroeconometrics — are here to oversee the next…
Dave Wigglesworth 