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ArticleReal-time inflation forecasting with high-dimensional models: The case of Brazil

Marcio García2017

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Articlegreen2017

Real-time inflation forecasting with high-dimensional models: The case of Brazil

Marcio García · Marcelo Cunha Medeiros · Gabriel Vasconcelos

94 citations·0/0 files stored·International Journal of Forecasting

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Forecasting Techniques and Applications Monetary Policy and Economic Impact Statistical Methods and Inference

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References

1993Common risk factors in the returns on stocks and bonds 1996Multifactor Explanations of Asset Pricing Anomalies 2002Determining the Number of Factors in Approximate Factor Models 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach 2007Why Has U.S. Inflation Become Harder to Forecast?2006Tests of Conditional Predictive Ability 1999Forecasting inflation 2009Large Bayesian vector auto regressions

Cited by

2021Stacking hybrid GARCH models for forecasting Bitcoin volatility 2018Nowcasting and Forecasting GDP in Emerging Markets Using Global Financial and Macroeconomic Diffusion Indexes 2023Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models 2018Inflation Forecasting Using Machine Learning Methods 2024Forecasting UK inflation bottom up 2021Inflation forecasting in an emerging economy: selecting variables with machine learning algorithms

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Details

Year2017

Typearticle

Published2017-04-22

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations94

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1016/j.ijforecast.2017.02.002

openalex_workW2607243734

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2018Forecasting U.S. money growth using economic uncertainty measures and regularisation techniques

2023Analysis Factors Affecting Egyptian Inflation Based on Machine Learning Algorithms