Predicting surprises to GDP : a comparison of econometric and machine learning techniques

Thesis: M. Fin., Massachusetts Institute of Technology, Sloan School of Management, Master of Finance Program, 2017. === Cataloged from PDF version of thesis. === Includes bibliographical references (page 35). === This study takes its inspiration from the practice of nowcasting, which involves makin...

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Bibliographic Details
Main Author: Rajkumar, Ved
Other Authors: Roberto Rigobon.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2017
Subjects:
Online Access:http://hdl.handle.net/1721.1/109649