Search Results for author: Giovanni Ballarin

Found 3 papers, 2 papers with code

Impulse Response Analysis of Structural Nonlinear Time Series Models

no code implementations30 May 2023 Giovanni Ballarin

Linear time series models are the workhorse of structural macroeconometric analysis.

Time Series

Memory of recurrent networks: Do we compute it right?

1 code implementation2 May 2023 Giovanni Ballarin, Lyudmila Grigoryeva, Juan-Pablo Ortega

Numerical evaluations of the memory capacity (MC) of recurrent neural networks reported in the literature often contradict well-established theoretical bounds.

Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data

1 code implementation1 Nov 2022 Giovanni Ballarin, Petros Dellaportas, Lyudmila Grigoryeva, Marcel Hirt, Sophie van Huellen, Juan-Pablo Ortega

Macroeconomic forecasting has recently started embracing techniques that can deal with large-scale datasets and series with unequal release periods.

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