Doombot: a machine learning algorithm for predicting downturns in OECD countries
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This paper describes an algorithm, “DoomBot”, which selects parsimonious models to predict downturns over different quarterly horizons covering the ensuing two years for 20 OECD countries. The models are country- and horizon-specific and are automatically updated as the estimation sample period is extended, so facilitating out-of-sample evaluation...
