no code implementations • 30 May 2023 • Giovanni Ballarin
Linear time series models are the workhorse of structural macroeconometric analysis.
1 code implementation • 2 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.
1 code implementation • 1 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.