Macroeconomic Local Projections on FRED-MD (test)
94.1CoverageEnhanced RSLP
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
| Enhanced RSLP2026.03 | 94.1 | 0.152 | 0.032 | |
| Base RSLP2026.03 | 91.2 | 0.178 | 0.048 | |
| Ridge LP2026.03 | 89.6 | 0.187 | 0.058 | |
| Factor LP2026.03 | 88.5 | 0.195 | 0.067 |
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