Thursday, December 12, 2019
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IMF Growth Projections and Overfitting in Judgment-based Economic Forecasts

In a recent IMF working paper "Overfitting in Judgment-based Economic Forecasts: The Case of IMF Growth Projections", economist Klaus-Peter Hellwig examined IMF's World Economic Forecasts (WEO) and check if the forecast model suffer from the problem of overfitting.

Economic Policy Uncertainty in Turkey

The latest addition to the Economic Policy Uncertainty index (EPU). This time is on Turkey, the country who's economy is negatively impacted by policy uncertainty in 2018.

Media Sentiment and International Asset Prices

A new working paper from the IMF which tries to assess the impact of media sentiment on equity markets.