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Harnessing the wisdom of crowds to assess recession risks in OECD countries

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Organisation for Economic Co-operation and Development2026-02-07 收录
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https://www.oecd.org/en/publications/harnessing-the-wisdom-of-crowds-to-assess-recession-risks-in-oecd-countries_46880adc-en.html
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资源简介:
Recent research by authors from the IMF, ECB and the Bank of England has identified Random Forests as the most effective method for predicting crisis episodes and superior to the more traditional approach of probit/logit modelling. We challenge that finding when predicting recessions for 20 OECD countries. A customised algorithm that selects...
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