Double Descent and Benign Overfitting in Macroeconomic Forecasting
Fuente:
arXiv
Saved in:
| Main Authors: | Carriero, Andrea, Huber, Florian, Pettenuzzo, Davide |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Explainable Machine Learning for Macroeconomic and Financial Nowcasting: A Decision-Grade Framework for Business and Policy
by: Attolico, Luca
Published: (2025)
by: Attolico, Luca
Published: (2025)
Inference for Local Projections
by: Inoue, Atsushi, et al.
Published: (2023)
by: Inoue, Atsushi, et al.
Published: (2023)
Opening the Black Box: Nowcasting Singapore's GDP Growth and its Explainability
by: Attolico, Luca
Published: (2025)
by: Attolico, Luca
Published: (2025)
Identification in (Endogenously) Nonlinear SVARs Is Easier Than You Think
by: Duffy, James A., et al.
Published: (2026)
by: Duffy, James A., et al.
Published: (2026)
Range-Based Volatility Estimators for Monitoring Market Stress: Evidence from Local Food Price Data
by: Andrée, Bo Pieter Johannes
Published: (2026)
by: Andrée, Bo Pieter Johannes
Published: (2026)
The Aligned Economic Index & The State Switching Model
by: Aarab, Ilias
Published: (2025)
by: Aarab, Ilias
Published: (2025)
Explainable Prediction of Economic Time Series Using IMFs and Neural Networks
by: Hidalgo, Pablo, et al.
Published: (2025)
by: Hidalgo, Pablo, et al.
Published: (2025)
JFR-rg: A New Macroeconomic Framework for High-Debt, Low-Growth Economies under Financial Repression
by: Wakimoto, Hirofumi
Published: (2026)
by: Wakimoto, Hirofumi
Published: (2026)
Is Jobless Growth Valid in Turkiye? A Sectoral Analysis of the Relationship between Unemployment and Economic Growth
by: Akusta, Emre
Published: (2025)
by: Akusta, Emre
Published: (2025)
Bitcoin's Power Law: Weak Structure, Strong Forecasts
by: Baquero, Carlos, et al.
Published: (2026)
by: Baquero, Carlos, et al.
Published: (2026)
Inference on Common Trends in a Cointegrated Nonlinear SVAR
by: Duffy, James A., et al.
Published: (2025)
by: Duffy, James A., et al.
Published: (2025)
Nonlinear Dynamic Factor Analysis With a Transformer Network
by: Snellman, Oliver
Published: (2026)
by: Snellman, Oliver
Published: (2026)
Bayesian Dynamic Modeling of Realized Volatility in Financial Asset Price Forecasting
by: Woitschig, Patrick, et al.
Published: (2026)
by: Woitschig, Patrick, et al.
Published: (2026)
Semiparametric Volatility Model with Varying Frequencies
by: Benito, Jetrei Benedick R., et al.
Published: (2021)
by: Benito, Jetrei Benedick R., et al.
Published: (2021)
Stylized facts of the Indian Stock Market
by: Sen, Rituparna, et al.
Published: (2019)
by: Sen, Rituparna, et al.
Published: (2019)
External Demand, Domestic Monetary Conditions, and Remittance Dynamics in Nepal
by: Malla, Sahaj Raj
Published: (2026)
by: Malla, Sahaj Raj
Published: (2026)
Temporal Coverage Bias in Financial Panel Data: A Coverage-Aware Structuring Framework with Evidence from the Dhaka Stock Exchange
by: Muhammad, Tashreef
Published: (2026)
by: Muhammad, Tashreef
Published: (2026)
Identification and estimation of structural vector autoregressive models via LU decomposition
by: Shimokawa, Masato, et al.
Published: (2025)
by: Shimokawa, Masato, et al.
Published: (2025)
Bayesian Forecast Combination with Predictive Priors via Particle Filtering
by: Luo, Xiaorui, et al.
Published: (2025)
by: Luo, Xiaorui, et al.
Published: (2025)
Can Renewable Energy Mitigate Inflationary Pressures from Energy Imports? Evidence from Turkiye
by: Akusta, Emre
Published: (2026)
by: Akusta, Emre
Published: (2026)
Switching between states and the COVID-19 turbulence
by: Aarab, Ilias
Published: (2025)
by: Aarab, Ilias
Published: (2025)
Inference on common trends in functional time series
by: Nielsen, Morten Ørregaard, et al.
Published: (2023)
by: Nielsen, Morten Ørregaard, et al.
Published: (2023)
Fragility in Average Treatment Effect on the Treated under Limited Covariate Support
by: Li, Mengqi
Published: (2025)
by: Li, Mengqi
Published: (2025)
F-FOMAML: GNN-Enhanced Meta-Learning for Peak Period Demand Forecasting with Proxy Data
by: Xu, Zexing, et al.
Published: (2024)
by: Xu, Zexing, et al.
Published: (2024)
The Impact of Natural Disasters on Food Security in Turkiye
by: Cergibozan, Raif, et al.
Published: (2025)
by: Cergibozan, Raif, et al.
Published: (2025)
Uniform Validity of the Subset Anderson-Rubin Test under Heteroskedasticity and Nonlinearity
by: Inoue, Atsushi, et al.
Published: (2025)
by: Inoue, Atsushi, et al.
Published: (2025)
Forecasting UK Consumer Price Inflation with RaGNAR: Random Generalised Network Autoregressive Processes
by: Nason, Guy P., et al.
Published: (2025)
by: Nason, Guy P., et al.
Published: (2025)
Global Persistence, Local Residual Structure: Forecasting Heterogeneous Investment Panels
by: Roshka, Oleg
Published: (2026)
by: Roshka, Oleg
Published: (2026)
Design-Robust Event-Study Estimation under Staggered Adoption Diagnostics, Sensitivity, and Orthogonalisation
by: Wright, Craig S
Published: (2026)
by: Wright, Craig S
Published: (2026)
Common Trends and Long-Run Identification in Nonlinear Structural VARs
by: Duffy, James A., et al.
Published: (2024)
by: Duffy, James A., et al.
Published: (2024)
Cointegration with Occasionally Binding Constraints
by: Duffy, James A., et al.
Published: (2022)
by: Duffy, James A., et al.
Published: (2022)
On filter-type estimation of discretely sampled cyclic long-memory processes
by: Ayache, Antoine, et al.
Published: (2024)
by: Ayache, Antoine, et al.
Published: (2024)
A New Stock Market Valuation Measure with Applications to Retirement Planning
by: Sarantsev, Andrey
Published: (2019)
by: Sarantsev, Andrey
Published: (2019)
Mitigating the choice of the duration in DDMS models through a parametric link
by: Mendes, Fernando Henrique de Paula e Silva, et al.
Published: (2023)
by: Mendes, Fernando Henrique de Paula e Silva, et al.
Published: (2023)
Bayesian Synthetic Control with a Soft Simplex Constraint
by: Xu, Yihong, et al.
Published: (2025)
by: Xu, Yihong, et al.
Published: (2025)
On Spatio-Temporal Stochastic Frontier Models
by: Fusco, Elisa, et al.
Published: (2024)
by: Fusco, Elisa, et al.
Published: (2024)
Sparse and Low-bias Estimation of High Dimensional Vector Autoregressive Models
by: Ruiz, Trevor D., et al.
Published: (2019)
by: Ruiz, Trevor D., et al.
Published: (2019)
Impact of rainfall risk on rice production: realized volatility in mean model
by: Ghosh, Soham, et al.
Published: (2025)
by: Ghosh, Soham, et al.
Published: (2025)
Detecting Network Instability via Multiscale Detrended Cross-Correlations and MST Topology
by: Miranda, Jose De Leon, et al.
Published: (2026)
by: Miranda, Jose De Leon, et al.
Published: (2026)
New Goodness-of-Fit Tests for Time Series Models
by: Mahdi, Esam
Published: (2020)
by: Mahdi, Esam
Published: (2020)
Similar Items
-
Explainable Machine Learning for Macroeconomic and Financial Nowcasting: A Decision-Grade Framework for Business and Policy
by: Attolico, Luca
Published: (2025) -
Inference for Local Projections
by: Inoue, Atsushi, et al.
Published: (2023) -
Opening the Black Box: Nowcasting Singapore's GDP Growth and its Explainability
by: Attolico, Luca
Published: (2025) -
Identification in (Endogenously) Nonlinear SVARs Is Easier Than You Think
by: Duffy, James A., et al.
Published: (2026) -
Range-Based Volatility Estimators for Monitoring Market Stress: Evidence from Local Food Price Data
by: Andrée, Bo Pieter Johannes
Published: (2026)