Details about Philippe Goulet Coulombe

Access statistics for papers by Philippe Goulet Coulombe.

Last updated 2025-04-13. Update your information in the RePEc Author Service.

Short-id: pgo1022

Working Papers

2025

1. An Adaptive Moving Average for Macroeconomic Monitoring
   Papers, arXiv.org

2024

2. A Neural Phillips Curve and a Deep Output Gap
   Papers, arXiv.org View citations (8)
   Also in Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management (2022) View citations (7)
3. Dual Interpretation of Machine Learning Forecasts
   Papers, arXiv.org View citations (1)
4. From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks
   Papers, arXiv.org
   Also in Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management (2023)
5. Maximally Forward-Looking Core Inflation
   Papers, arXiv.org
6. Maximally Machine-Learnable Portfolios
   Papers, arXiv.org View citations (3)
   Also in Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management (2023) View citations (3)
7. The Anatomy of Out-of-Sample Forecasting Accuracy
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta
   Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2022) View citations (4)
8. Time-Varying Parameters as Ridge Regressions
   Papers, arXiv.org
9. To Bag is to Prune
   Papers, arXiv.org
   Also in Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management (2021)

2023

10. Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models
    Papers, arXiv.org
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2022)
    Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management (2022)
    See also Journal Article Assessing and comparing fixed-target forecasts of Arctic sea ice: Glide charts for feature-engineered linear regression and machine learning models, Energy Economics, Elsevier (2023) (2023)
11. When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume
    Papers, arXiv.org View citations (4)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2022)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2022)
    See also Journal Article When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume, Journal of Econometrics, Elsevier (2023) View citations (4) (2023)

2021

12. Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis
    Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management View citations (2)
    Also in Papers, arXiv.org (2021) View citations (9)
13. Can Machine Learning Catch the COVID-19 Recession?
    Papers, arXiv.org View citations (17)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021) View citations (17)
    CIRANO Working Papers, CIRANO (2021) View citations (17)
    Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management (2021) View citations (5)
    See also Journal Article CAN MACHINE LEARNING CATCH THE COVID-19 RECESSION?, National Institute Economic Review, National Institute of Economic and Social Research (2021) View citations (10) (2021)
14. Macroeconomic Data Transformations Matter
    Papers, arXiv.org View citations (22)
    Also in CIRANO Working Papers, CIRANO (2020) View citations (8)
    Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management (2021) View citations (10)
    See also Journal Article Macroeconomic data transformations matter, International Journal of Forecasting, Elsevier (2021) View citations (12) (2021)
15. On Spurious Causality, CO2, and Global Temperature
    Papers, arXiv.org View citations (1)
    See also Journal Article On Spurious Causality, CO 2, and Global Temperature, Econometrics, MDPI (2021) (2021)
16. Slow-Growing Trees
    Papers, arXiv.org
    Also in Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management (2021)
17. The Macroeconomy as a Random Forest
    Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management
    Also in Papers, arXiv.org (2021) View citations (2)
    See also Journal Article The macroeconomy as a random forest, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2024) View citations (2) (2024)

2020

18. How is Machine Learning Useful for Macroeconomic Forecasting?
    Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management View citations (8)
    Also in CIRANO Working Papers, CIRANO (2019) View citations (45)
    Papers, arXiv.org (2020) View citations (30)
    See also Journal Article How is machine learning useful for macroeconomic forecasting?, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2022) View citations (45) (2022)
19. Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach
    Papers, arXiv.org View citations (4)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2020) View citations (4)
    See also Journal Article Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach, International Journal of Forecasting, Elsevier (2021) View citations (12) (2021)
20. Prévision de l’activité économique au Québec et au Canada à l’aide des méthodes Machine Learning
    CIRANO Project Reports, CIRANO

Journal Articles

2024

1. Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume
   Journal of Econometrics, 2024, 239, (1)
2. The macroeconomy as a random forest
   Journal of Applied Econometrics, 2024, 39, (3), 401-421 View citations (2)
   See also Working Paper The Macroeconomy as a Random Forest, Working Papers (2021) (2021)

2023

3. Assessing and comparing fixed-target forecasts of Arctic sea ice: Glide charts for feature-engineered linear regression and machine learning models
   Energy Economics, 2023, 124, (C)
   See also Working Paper Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models, Papers (2023) (2023)
4. When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume
   Journal of Econometrics, 2023, 236, (2) View citations (4)
   See also Working Paper When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume, Papers (2023) View citations (4) (2023)

2022

5. How is machine learning useful for macroeconomic forecasting?
   Journal of Applied Econometrics, 2022, 37, (5), 920-964 View citations (45)
   See also Working Paper How is Machine Learning Useful for Macroeconomic Forecasting?, Working Papers (2020) View citations (8) (2020)

2021

6. CAN MACHINE LEARNING CATCH THE COVID-19 RECESSION?
   National Institute Economic Review, 2021, 256, 71-109 View citations (10)
   See also Working Paper Can Machine Learning Catch the COVID-19 Recession?, Papers (2021) View citations (17) (2021)
7. Macroeconomic data transformations matter
   International Journal of Forecasting, 2021, 37, (4), 1338-1354 View citations (12)
   See also Working Paper Macroeconomic Data Transformations Matter, Papers (2021) View citations (22) (2021)
8. On Spurious Causality, CO 2, and Global Temperature
   Econometrics, 2021, 9, (3), 1-18
   See also Working Paper On Spurious Causality, CO2, and Global Temperature, Papers (2021) View citations (1) (2021)
9. Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach
   International Journal of Forecasting, 2021, 37, (4), 1509-1519 View citations (12)
   See also Working Paper Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach, Papers (2020) View citations (4) (2020)