EconBase
← All authors

Philippe Goulet Coulombe

Université du Québec à Montréal (from arXiv:2605.09712, 2026) · OpenAlex

23 papers in scope · 14 published · 17 on the econ.EM arXiv · 388 citations · h-index 8 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Dalibor Stevanović
  2. Maxime Leroux
  3. Karin Klieber
  4. Stéphane Surprenant
  5. Maximilian Goebel
  6. Maximilian Göbel
  7. Massimiliano Marcellino
  8. Florian Huber
  9. Luca Attolico
  10. Niko Hauzenberger
  11. Nicolaj Søndergaard Mühlbach
  12. Massimo Giannini
  13. Bent Jesper Christensen
  14. Daniel Borup
  15. Christophe Barrette
  16. Gary Koop
  17. Todd E. Clark
  18. Mikael Frenette
  19. G. Ricco
  20. Rahul Billakanti

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(21 of 23)

LGB+: A Macroeconomic Forecasting Road Test
working paper2026 · arXiv
Paper profile arXiv arXiv:2605.09740
Quantifying the Risk-Return Tradeoff in Forecasting
working paper2026 · arXiv
Paper profile arXiv arXiv:2605.09712
An adaptive moving average for macroeconomic monitoring
published2025 · Economics Letters · first circulated 2024
with Karin Klieber
Paper profile Economics Letters arXiv:2501.13222
Opening the Black Box of Local Projections
working paper2025 · arXiv · 2 citations
with Karin Klieber
Paper profile arXiv arXiv:2505.12422
Ordinary Least Squares as an Attention Mechanism
working paper2025 · arXiv · 1 citations
Paper profile arXiv arXiv:2504.09663
Time-varying parameters as ridge regressions
published2025 · International Journal of Forecasting · 4 citations
International Journal of Forecasting
Dual Interpretation of Machine Learning Forecasts
working paper2024 · arXiv · 4 citations
with Maximilian Goebel, Karin Klieber, Maximilian Göbel
Paper profile arXiv arXiv:2412.13076
A Neural Phillips Curve and a Deep Output Gap
published2024 · Journal of Business and Economic Statistics · 10 citations · first circulated 2022
Paper profile Journal of Business and Economic Statistics arXiv:2202.04146
To Bag is to Prune
published2024 · Studies in Nonlinear Dynamics and Econometrics · 2 citations · first circulated 2020
Paper profile Studies in Nonlinear Dynamics and Econometrics arXiv:2008.07063
Predicting September Arctic Sea Ice: A Multimodel Seasonal Skill Comparison
published2024 · Bulletin of the American Meteorological Society · 22 citations
with Mitchell Bushuk, Sahara Ali, David A. Bailey, Qing Bao, Lauriane Batté, Uma S. Bhatt, Edward Blanchard-Wrigglesworth, Ed Blockley, Gavin C. Cawley, Junhwa Chi, François Counillon, Richard Cullather, …
Bulletin of the American Meteorological Society
Maximally Forward-Looking Core Inflation
working paper2024 · arXiv
with Karin Klieber, Christophe Barrette, Maximilian Goebel
Paper profile arXiv arXiv:2404.05209
The macroeconomy as a random forest
published2024 · Journal of Applied Econometrics · 42 citations · first circulated 2020
Paper profile Journal of Applied Econometrics arXiv:2006.12724
Slow-Growing Trees
working paper2024 · arXiv · 1 citations · first circulated 2021
Paper profile arXiv arXiv:2103.01926
From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks
working paper2023 · arXiv · 3 citations
with Mikael Frenette, Karin Klieber
Paper profile arXiv arXiv:2311.16333
Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume
published2023 · Journal of Econometrics · 24 citations · first circulated 2022
with Francis X. Diebold, Glenn D. Rudebusch, Maximilian Göbel, Boyuan Zhang, Maximilian Goebel
Paper profile Journal of Econometrics arXiv:2203.04040
Assessing and comparing fixed-target forecasts of Arctic sea ice: Glide charts for feature-engineered linear regression and machine learning models
published2023 · Energy Economics · 15 citations · first circulated 2022
with Francis X. Diebold, Maximilian Göbel, Maximilian Goebel
Paper profile Energy Economics arXiv:2206.10721
Maximally Machine-Learnable Portfolios
working paper2023 · arXiv · 3 citations
with Maximilian Goebel, Maximilian Göbel
Paper profile arXiv arXiv:2306.05568
How is machine learning useful for macroeconomic forecasting?
published2022 · Journal of Applied Econometrics · 222 citations · first circulated 2020
with Maxime Leroux, Dalibor Stevanović, Stéphane Surprenant
Paper profile Journal of Applied Econometrics arXiv:2008.12477
On Spurious Causality, CO2, and Global Temperature
published2021 · Econometrics · 9 citations
with Maximilian Göbel
Paper profile Econometrics arXiv:2103.10605
Macroeconomic data transformations matter
published2021 · International Journal of Forecasting · 6 citations
with Maxime Leroux, Dalibor Stevanović, Stéphane Surprenant
Paper profile International Journal of Forecasting arXiv:2008.01714
Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis
published2021 · Journal of Climate · 3 citations · first circulated 2020
with Maximilian Göbel
Paper profile Journal of Climate arXiv:2005.02535
CAN MACHINE LEARNING CATCH THE COVID-19 RECESSION?
published2021 · National Institute Economic Review · 1 citations
with Massimiliano Marcellino, Dalibor Stevanović
Paper profile National Institute Economic Review arXiv:2103.01201
Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach
published2020 · International Journal of Forecasting · 14 citations
with Francis X. Diebold, Maximilian Göbel, Glenn D. Rudebusch, Boyuan Zhang
Paper profile International Journal of Forecasting arXiv:2003.14276

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.