Forecast loss differentials are reframed as returns and assessed with risk-adjusted finance metrics, showing professional forecasters are harder to beat on risk-adjusted performance than on raw accuracy in US macro forecasting.
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econ.EM 2years
2026 2verdicts
UNVERDICTED 2representative citing papers
LGB+ improves macroeconomic forecasts by letting linear basis functions compete with or alternate against tree updates inside gradient boosting, yielding native linear/nonlinear decomposition of predictions.
citing papers explorer
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Quantifying the Risk-Return Tradeoff in Forecasting
Forecast loss differentials are reframed as returns and assessed with risk-adjusted finance metrics, showing professional forecasters are harder to beat on risk-adjusted performance than on raw accuracy in US macro forecasting.
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LGB+: A Macroeconomic Forecasting Road Test
LGB+ improves macroeconomic forecasts by letting linear basis functions compete with or alternate against tree updates inside gradient boosting, yielding native linear/nonlinear decomposition of predictions.