EconBase
← All papers

Macroeconomic Data Transformations Matter

Philippe Goulet Coulombe, Maxime Leroux, Dalibor Stevanovic, Stéphane Surprenant

arXiv 4 Aug 2020 · Econometrics · publishedInternational Journal of Forecasting (2021) · 6 citations (OpenAlex)

arXiv:2008.01714 · PDF · DOI · OpenAlex · Extracted main text

Abstract

In a low-dimensional linear regression setup, considering linear transformations/combinations of predictors does not alter predictions. However, when the forecasting technology either uses shrinkage or is nonlinear, it does. This is precisely the fabric of the machine learning (ML) macroeconomic forecasting environment. Pre-processing of the data translates to an alteration of the regularization -- explicit or implicit -- embedded in ML algorithms. We review old transformations and propose new ones, then empirically evaluate their merits in a substantial pseudo-out-sample exercise. It is found that traditional factors should almost always be included as predictors and moving average rotations of the data can provide important gains for various forecasting targets. Also, we note that while predicting directly the average growth rate is equivalent to averaging separate horizon forecasts when using OLS-based techniques, the latter can substantially improve on the former when regularization and/or nonparametric nonlinearities are involved.

Citation extraction

64
references
106
in-text mentions
64
distinct cited
3
self-citations
12,053
main-text words

appendix boundary found by appendix_command · 49% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Goulet Coulombe, P., Leroux, M., Stevanovic, D., and Surprenant, S (2019) How is machine learning useful for macroeconomic forecasting? self1.00074100%
2Stock, J. H. and Watson, M. W (2002) Forecasting using principal components from a large number of predictors0.9416483%
3Hastie, T., Tibshirani, R., and Friedman, J (2009) The elements of statistical learning: data mining, inference, and prediction0.9285380%
4McCracken, M. W. and Ng, S (2016) FRED-MD: A monthly database for macroeconomic research0.92843100%
5Shiller, R. J (1973) A distributed lag estimator derived from smoothness priors0.87452100%
6Stock, J. H. and Watson, M. W (2002) Macroeconomic forecasting using diffusion indexes0.8434375%
7Kim, H. H. and Swanson, N. R (2018) Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods0.84333100%
8Medeiros, M. C., Vasconcelos, G. F., Veiga, A., and Zilberman, E (2019) Forecasting inflation in a data-rich environment: the benefits of machine learning methods0.84333100%
9Banerjee, A., Marcellino, M., and Masten, I (2014) Forecasting with factor-augmented error correction models0.64422100%
10Goulet Coulombe, P (2020) Time-varying parameters as ridge regressions0.64422100%

Showing the top 10 of 64 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Can Machine Learning Catch the COVID-19 Recession?0.92843
20cm Maximally Machine-Learnable Portfolios0.73732
3The Macroeconomy as a Random Forest0.58531
40.5cm dpd LGB+: A Macroeconomic Forecasting Road Test . 0.25cm0.51121
50cm To Bag is to Prune0.40511
6How is Machine Learning Useful for Macroeconomic Forecasting?0.40511
70.54cm Time-Varying Parameters as Ridge Regressions0.40511
80cm Slow-Growing Trees0.40511
90.01cm darkpowderblue A Neural Phillips Curve and a Deep Output Gap0.40511
101.4cm bred Maximally Forward-Looking Core Inflation0.40511