Follow
Philippe Goulet Coulombe
Title
Cited by
Cited by
Year
How is Machine Learning Useful for Macroeconomic Forecasting?
P Goulet Coulombe, M Leroux, D Stevanovic, S Surprenant
CIRANO Working Papers, 2019
2052019
The Macroeconomy as a Random Forest
P Goulet Coulombe
arXiv preprint arXiv:2006.12724, 2020
70*2020
Can Machine Learning Catch the COVID-19 Recession?
P Goulet Coulombe, M Marcellino, D Stevanovic
arXiv preprint arXiv:2103.01201, 2021
41*2021
Macroeconomic Data Transformations Matter
P Goulet Coulombe, M Leroux, D Stevanovic, S Surprenant
arXiv preprint arXiv:2008.01714, 2020
39*2020
To Bag is to Prune
P Goulet Coulombe
arXiv preprint arXiv:2008.07063, 2020
24*2020
A Neural Phillips Curve and a Deep Output Gap
P Goulet Coulombe
arXiv preprint arXiv:2202.04146, 2022
202022
Time-Varying Parameters as Ridge Regressions
P Goulet Coulombe
arXiv preprint arXiv:2009.00401, 2020
182020
Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach
FX Diebold, M Göbel, PG Coulombe, GD Rudebusch, B Zhang
International Journal of Forecasting 37 (4), 1509-1519, 2021
162021
The Anatomy of Out-of-Sample Forecasting Accuracy
D Borup, PG Coulombe, ECM Schütte, DE Rapach, S Schwenk-Nebbe
FRB Atlanta Working Paper, 2022
142022
When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume
FX Diebold, GD Rudebusch, M Göbel, PG Coulombe, B Zhang
Journal of Econometrics 236 (2), 105479, 2023
92023
Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis
P Goulet Coulombe, M Göbel
Journal of Climate, 1-52, 2021
7*2021
Maximally Machine-Learnable Portfolios
P Goulet Coulombe, M Göbel
Available at SSRN 4428178, 2023
6*2023
On Spurious Causality, CO2, and Global Temperature
P Goulet Coulombe, M Göbel
Econometrics 9 (3), 33, 2021
62021
Prévision de l’activité économique au Québec et au Canada à l’aide des méthodes Machine Learning
P Goulet Coulombe, M Leroux, D Stevanovic, S Surprenant
CIRANO Project Reports, 2020
42020
Assessing and comparing fixed-target forecasts of Arctic sea ice: Glide charts for feature-engineered linear regression and machine learning models
FX Diebold, M Göbel, PG Coulombe
Energy Economics 124, 106833, 2023
32023
From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks
PG Coulombe, M Frenette, K Klieber
arXiv preprint arXiv:2311.16333, 2023
2*2023
Slow-Growing Trees
P Goulet Coulombe
arXiv preprint arXiv:2103.01926, 2021
22021
Predicting September Arctic Sea Ice: A Multi-Model Seasonal Skill Comparison
M Bushuk, S Ali, DA Bailey, Q Bao, L Batté, US Bhatt, ...
Bulletin of the American Meteorological Society, 2024
2024
Maximally Forward-Looking Core Inflation
P Goulet Coulombe, K Klieber, C Barrette, M Göbel
Available at SSRN 4758517, 2024
2024
The Anatomy of Machine Learning-Based Portfolio Performance
P Goulet Coulombe, D Rapach, ECM Schütte, S Schwenk-Nebbe
Available at SSRN, 2023
2023
The system can't perform the operation now. Try again later.
Articles 1–20