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Inflation Forecasting Using Machine Learning Methods
6 references·3 citing·39 second hop
Inflation Forecasting Using Machine Learning Methods (2018)Inflation Forecasting Using Machine Learn…Real-time inflation forecasting with high-dimensional models: The case of Brazil (2017)Real-time inflation forecasti…Forecasting Inflation (2013)Forecasting InflationDynamic Factor Models (2012)Dynamic Factor ModelsPhillips Curve Inflation Forecasts (2008)Phillips Curve Inflation Fore…Why Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…Advanced macroeconomics (1996)Advanced macroeconomicsAnalysis Factors Affecting Egyptian Inflation Based on Machine Learning Algorithms (2023)Analysis Factors Affecting Eg…Predicting inflation component drivers in Nigeria: a stacked ensemble approach (2022)Predicting inflation componen…Inflation forecasting in an emerging economy: selecting variables with machine learning algorithms (2021)Inflation forecasting in an e…The Scree Test For The Number Of Factors (1966)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Disentangling the Channels of the 2007-2009 Recession (2012)Now-Casting and the Real-Time Data Flow (2013)Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics (2016)The Combination of Forecasts (1969)Forecasting Using Principal Components From a Large Number of Predictors (2002)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Generalized Shrinkage Methods for Forecasting Using Many Predictors (2012)The making of hawks and doves (2020)How is machine learning useful for macroeconomic forecasting? (2022)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Determining the Number of Factors in Approximate Factor Models (2002)Nowcasting and Forecasting GDP in Emerging Markets Using Global Financial and Macroeconomic Diffusion Indexes (2018)Stacking hybrid GARCH models for forecasting Bitcoin volatility (2021)Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models (2023)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Comparing Predictive Accuracy (1995)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The term structure of inflation expectations (2012)Advances in Forecasting under Instability (2013)Expected Returns in Treasury Bonds (2015)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Has the Business Cycle Changed and Why? (2002)Risk Matters: The Real Effects of Volatility Shocks (2011)Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2013)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Forecasting inflation (1999)Are Phillips Curves Useful for Forecasting Inflation? (2001)Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods (2019)Inflation and stock market growth: the case of IPO withdrawal (2023)The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models (2005)A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Stock Closing Price Prediction using Machine Learning Techniques (2020)Chapter 4 The new empirics of economic growth (1999)On climate change and economic growth (2004)Chapter 8 Growth Econometrics (2005)
this work references cited by second hop

References

  • 1996Advanced macroeconomics2,005 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 2012Dynamic Factor Models468 cited
  • 2013Forecasting Inflation449 cited
  • 2008Phillips Curve Inflation Forecasts326 cited
  • 2017Real-time inflation forecasting with high-dimensional models: The case of Brazil94 cited

Cited by

  • 2021Inflation forecasting in an emerging economy: selecting variables with machine learning algorithms35 cited
  • 2023Analysis Factors Affecting Egyptian Inflation Based on Machine Learning Algorithms14 cited
  • 2022Predicting inflation component drivers in Nigeria: a stacked ensemble approach10 cited

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