Forecasting Inflation Using Economic Narratives
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Cites work
- 10.1162/jmlr.2003.3.4-5.993
- Approximately normal tests for equal predictive accuracy in nested models
- Are bond returns predictable with real-time macro data?
- Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold–Mariano Tests
- Evaluating forecast performance with state dependence
- Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods
- Forecasting the equity premium: mind the news!
- Forecasting Using Principal Components From a Large Number of Predictors
- FRED-MD: A Monthly Database for Macroeconomic Research
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3340880 (Why is no real title available?)
- Machine Learning Time Series Regressions With an Application to Nowcasting
- Narrative fragmentation and the business cycle
- Nested forecast model comparisons: a new approach to testing equal accuracy
- Opinions as Facts
- Random forests
- Real-Time Inflation Forecasting in a Changing World
- Regularization and Variable Selection Via the Elastic Net
- Tests of Conditional Predictive Ability
- The Model Confidence Set
- Words are the New Numbers: A Newsy Coincident Index of the Business Cycle
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