Macroeconomic forecasting is a fundamental domain for policy decisions, directly impacting the whole population of a country. The use of machine learning (ML) approaches in economics forecasting has been studied in several types of research in the academic field, aiming to improve or even replace traditional econometric approaches. However, the use of ML in forecasting is now getting closer to policy markers, which are the institutions that make policy decisions. Three relevant studies are presented and analyzed in this work; all focused on forecasting using ML of different macroeconomic variables in several economies. The studies were compared, including aspects of methodologies and results, as well as similarities and differences. In addition, several technical, legal, and philosophical questions were raised regarding the effective use of data from ML forecasting in public policies, including topics related to the standardization of the research on this topic, the explanation of the model’s output, protection of trust, and ethics issues.