Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods
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Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Bagging predictors
- Complete subset regressions
- Complete subset regressions with large-dimensional sets of predictors
- Consistency of random forests
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- Priors for the long run
- Random forests
- Regularization and Variable Selection Via the Elastic Net
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Tests of Conditional Predictive Ability
- The Adaptive Lasso and Its Oracle Properties
- The Impact of Uncertainty Shocks
- The Model Confidence Set
- The consequences of mortgage credit expansion: evidence from the U.S. mortgage default crisis
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- The macroeconomic and fiscal implications of inflation forecast errors
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
Cited in
(12)- Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
- Deep learning models for inflation forecasting
- Nowcasting GDP using machine learning methods
- Forecasting Inflation Using Economic Narratives
- Ridge regularized estimation of VAR models for inference
- On LASSO for high dimensional predictive regression
- Text Selection
- To bag is to prune
- Big brothering the economy: nowcasting and forecasting with port satellite images
- High-Dimensional Knockoffs Inference for Time Series Data
- Optimal HAR inference
- Discussion on: ``Assessing predictability of environmental time series with statistical and machine learning models
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