Preprint
Aug 2026
Forecasting in the Fog: Real-Time versus Revised-Data Evidence on Machine Learning's Edge over the Phillips Curve
Whether the ML advantage over the Phillips curve documented in Agyekum (2026) survives when models are trained and evaluated on real-time (ALFRED) vintages rather than revised series, and whether SHAP feature-importance rankings are an artifact of in-sample estimation.
Louis Agyekum, Obed Obese
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