Philippe Goulet Coulombe
My research interests are macroeconometric modelling and forecasting.
You can find the working paper of How is Machine Learning Useful for Macroeconomic Forecasting? here. It is joint work with Dalibor Stevanovic, Maxime Leroux and Stéphane Surprenant (all from UQAM).
The latest draft of Time-Varying Parameters: A Machine Learning Approach is here.
Slides from The Macroeconomy as a Random Forest are here.
- Modelling with Big Data and Machine Learning: Interpretability and Model Uncertainty, Bank of England, November 4-5
- Canadian Econometric Study Group, Montreal October 18-20
- Econometrics Lunch Seminar @ Penn, April 29th
- Forecasting at Central Banks Conference, Ottawa, October 3-4
- North American Summer Meeting of the Econometric Society, Seattle, June 27-30
- Bank of Canada Brownbag Seminar, June 18
- 10th Nordic Econometric Meeting, Stockholm, 23–26 May 2019
- 4th Workshop on High-Dimensional Time Series in Macroeconomics and Finance, Vienna, May 16- 17
- Société Canadienne de Sciences Économiques, Québec, May 7-9
(En français) High-level interview at CISM 89.3 on applications of AI/ML in economics, with a focus on macro forecasting. Starts around 32 min.