Global Macroeconomic Forecasting Platform
Global Macroeconomic Forecasting Platform
Advanced economic forecasting using VAR econometrics and Graph Neural Networks
Vector Autoregression
Full VAR model with Diebold-Yilmaz Spillover Index, Bayesian Model Averaging, and Regime Switching. Requires NAS file access.
Graph Neural Network
Graph Neural Network for economic spillover analysis. Multi-hop message passing captures complex cross-country dynamics. Requires NAS file access.
Run a shock simulation on both models simultaneously
26 major economies including G20 nations
GDP, Inflation, Unemployment, Interest Rate, Trade
Live shock propagation simulation
English and Korean report generation
VAR vs GNN for the same scenario