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Record W3207127732 · doi:10.18235/0003699

Nowcasting to Predict Economic Activity in Real Time: The Cases of Belize and El Salvador

2021· book· en· W3207127732 on OpenAlexaboutno aff
Juan José Barrios, Julia Escobar, Janelle Leslie, Lucía Martín, Werner Peña

Bibliographic record

VenueInter-American Development Bank eBooks · 2021
Typebook
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsnot available
Fundersnot available
KeywordsNowcastingQuarter (Canadian coin)Volatility (finance)Agile software developmentCoronavirus disease 2019 (COVID-19)Real gross domestic productGross domestic productShock (circulatory)Economic dataComputer scienceGeographyEconometricsMacroeconomicsEconomicsMeteorology

Abstract

fetched live from OpenAlex

This paper presents machine learning models fitted to nowcast or predict quarterly GDP activity in real time for Belize and El Salvador. The initiative is part of the Inter-American Development Bank's (IDB) ongoing effort to develop timely economic monitoring tools following the shock of the Covid-19 pandemic. Nowcasting techniques offer an effective tool to fill the information gap between the end of a quarter and the official publication of macroeconomic indicators that are generally lagged by 60 to 90 days, by exploiting the availability of other indicators that are published more frequently. The results show that machine learning techniques can produce accurate quarterly GDP forecasts for two structurally different economies within economic contexts marked by extreme degrees of volatility and uncertainty at both the national and international levels. Because the calibration of nowcasting exercises is a dynamic process that is refined over time, at the IDB, we trust that this document will help support the ongoing work of the governments and statistical agencies of Belize and El Salvador in securing better economic forecasts to inform agile policy decisions.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.003
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.462
Threshold uncertainty score0.919

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.003
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.001
Scholarly communication0.0010.001
Open science0.0010.001
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.073
GPT teacher head0.365
Teacher spread0.292 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2021
Admission routes1
Has abstractyes

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