Density-based machine learning model averaging for inflation forecasting
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Cites work
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
- Bagging predictors
- Barycenters in the Wasserstein space
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Big brothering the economy: nowcasting and forecasting with port satellite images
- Conformal prediction beyond exchangeability
- Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods
- Forecasting inflation using dynamic model averaging
- Forecasting Using Principal Components From a Large Number of Predictors
- FRED-MD: A Monthly Database for Macroeconomic Research
- How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3231692 (Why is no real title available?)
- Iterative Bregman projections for regularized transportation problems
- Least Squares Model Averaging
- Model uncertainty
- Multivariate Bayesian predictive synthesis in macroeconomic forecasting
- Optimal Transport
- Pooling of forecasts
- Probabilistic Forecasts, Calibration and Sharpness
- Regularization and Variable Selection Via the Elastic Net
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Wasserstein barycenter for link prediction in temporal networks
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