Model card: add MacroCast paper (SSRN) + citation; TempoPFN as plain-text cite
Browse files
README.md
CHANGED
|
@@ -12,6 +12,10 @@ pipeline_tag: time-series-forecasting
|
|
| 12 |
|
| 13 |
# MacroCast
|
| 14 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| 15 |
**MacroCast** is a compact (~1.2M-parameter) time-series foundation model for
|
| 16 |
**macroeconomic forecasting**. It forecasts a full panel of monthly
|
| 17 |
indicators in a **single forward pass** (no autoregressive windowing) and returns
|
|
@@ -76,8 +80,22 @@ point, quantiles = f.predict(history, horizon=12, freq="M")
|
|
| 76 |
- Built for **monthly macroeconomic** panels. Feed transformed/stationary inputs.
|
| 77 |
- Forecasts are statistical outputs, **not financial or policy advice**.
|
| 78 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 79 |
## Acknowledgements & license
|
| 80 |
Built on [TempoPFN](https://github.com/automl/TempoPFN) (Apache-2.0): the model
|
| 81 |
backbone, trainer, and synthetic-data generators are vendored from that project
|
| 82 |
and modified for macroeconomic forecasting. Released under Apache-2.0. Please
|
| 83 |
-
cite TempoPFN (Moroshan et al., 2025
|
|
|
|
| 12 |
|
| 13 |
# MacroCast
|
| 14 |
|
| 15 |
+
**Paper:** Carriero, Pettenuzzo & Shekhar (2026), *MACROCAST: A Vintage-Consistent
|
| 16 |
+
Time Series Foundation Model for Real-Time Macroeconomic Forecasting* —
|
| 17 |
+
[available on SSRN](https://ssrn.com/abstract=7004218).
|
| 18 |
+
|
| 19 |
**MacroCast** is a compact (~1.2M-parameter) time-series foundation model for
|
| 20 |
**macroeconomic forecasting**. It forecasts a full panel of monthly
|
| 21 |
indicators in a **single forward pass** (no autoregressive windowing) and returns
|
|
|
|
| 80 |
- Built for **monthly macroeconomic** panels. Feed transformed/stationary inputs.
|
| 81 |
- Forecasts are statistical outputs, **not financial or policy advice**.
|
| 82 |
|
| 83 |
+
## Citation
|
| 84 |
+
If you use MacroCast, please cite:
|
| 85 |
+
|
| 86 |
+
```bibtex
|
| 87 |
+
@misc{carriero2026macrocast,
|
| 88 |
+
title = {{MACROCAST}: A Vintage-Consistent Time Series Foundation Model for Real-Time Macroeconomic Forecasting},
|
| 89 |
+
author = {Carriero, Andrea and Pettenuzzo, Davide and Shekhar, Shubhranshu},
|
| 90 |
+
year = {2026},
|
| 91 |
+
howpublished = {SSRN preprint},
|
| 92 |
+
doi = {10.2139/ssrn.7004218},
|
| 93 |
+
url = {https://ssrn.com/abstract=7004218}
|
| 94 |
+
}
|
| 95 |
+
```
|
| 96 |
+
|
| 97 |
## Acknowledgements & license
|
| 98 |
Built on [TempoPFN](https://github.com/automl/TempoPFN) (Apache-2.0): the model
|
| 99 |
backbone, trainer, and synthetic-data generators are vendored from that project
|
| 100 |
and modified for macroeconomic forecasting. Released under Apache-2.0. Please
|
| 101 |
+
also cite TempoPFN (Moroshan et al., 2025, arXiv 2510.25502).
|