Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation

16 references·9 citing·43 second hop

FromToDepth

this work references cited by second hop

References

1969The Combination of Forecasts3,194 cited
2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
2004Determinants of Long-Term Growth: A Bayesian Averaging of Classical Estimates (BACE) Approach2,112 cited
1993Introduction to Multiple Time Series Analysis1,912 cited
1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,231 cited
2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
2003Monetary policy in a data-rich environment702 cited
2002Stock return predictability and model uncertainty636 cited
2004Bootstrapping autoregressions with conditional heteroskedasticity of unknown form631 cited
2003Macroeconomic forecasting in the Euro area: Country specific versus area-wide information415 cited
2003Do financial variables help forecasting inflation and real activity in the euro area?336 cited
2002Stock Return Predictability: A Bayesian Model Selection Perspective332 cited
2004COMBINING FORECASTING PROCEDURES: SOME THEORETICAL RESULTS221 cited
2002The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

219 cited

2000The Generalized Factor Model: Identification and Estimation176 cited

Cited by

2010Bagging or Combining (or Both)? An Analysis Based on Forecasting U.S. Employment Growth62 cited
2020Macroeconomic forecasting using factor models and machine learning: an application to Japan53 cited
2013Forecasting Binary Outcomes49 cited
2013Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models?47 cited
2014Sparse Partial Least Squares in Time Series for Macroeconomic Forecasting41 cited
2016Forecasting market returns: bagging or combining?41 cited
2017Realized volatility forecast of agricultural futures using the HAR models with bagging and combination approaches40 cited
2010FORECASTING REALIZED VOLATILITY WITH LINEAR AND NONLINEAR UNIVARIATE MODELS28 cited
2008Inflation Persistence and the Taylor Principle21 cited