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Using machine learning and big data to analyse the business cycle


Using machine learning and big data to analyse the business cycle
Prepared by Dominik Hirschbühl, Luca Onorante and Lorena Saiz
1 Introduction
Policymakers take decisions in real time based on incomplete information about current economic conditions. Central banks and economic analysts largely rely on official statistics together with soft data and surveys, to assess the state of the economy. Although a wide range of high-quality conventional data is available, the datasets are released with lags ranging from a few days or weeks to several months after the reference period. For these reasons, central banks have been looking at ways to exploit timelier data and employ more sophisticated methods to enhance accuracy when forecasting metrics that are relevant for policymaking. ....

New York , United States , Julian Ashwin , Eleni Kalamara , Vasco Botelho , Agostino Consolo , Dominik Hirschb , Lorena Saiz , Luca Onorante , German Institute For Employment Research , Federal Reserve Bank , European Commission , Financial Affairs , Spanish Ministry Of Inclusion , Deutsche Bundesbank , Italian National Institute For Social Security , French Ministry Of Labour , European Commission Joint Research Centre , German Institute , Employment Research , French Ministry , Economic Inclusion , Italian National Institute , Social Security , Spanish Ministry , Joint Research Centre ,