Publication Type

Working Paper

Version

Publisher’s Version

Publication Date

7-2020

Abstract

In this article, we use econometric methods, machine learning methods, and a hybrid method to forecast the GDP growth rate in Singapore based on the Survey of Professional Forecasters (SPF). We compare the performance of these methods with the sample median used by the Monetary Authority of Singapore (MAS). It is shown that the relationship between the actual GDP growth rates and the forecasts from individual professionals is highly nonlinear and non-additive, making it hard for all linear methods and the sample median to perform well. It is found that the hybrid method performs the best, reducing the mean squared forecast error (MSFE) by about 50% relative to that of the sample median.

Discipline

Econometrics

Research Areas

Econometrics

First Page

1

Last Page

11

City or Country

Singapore

Embargo Period

7-26-2020

Copyright Owner and License

Singapore Management University

Included in

Econometrics Commons

Share

COinS