Real-time inflation forecasting with high-dimensional models : the case of Brazil
Márcio G.P. Garcia, Marcelo C. Medeiros, Gabriel F.R. Vasconcelos
| Year of publication: |
July-September 2017
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|---|---|
| Authors: | Garcia, Márcio Gomes Pinto ; Medeiros, Marcelo C. ; Vasconcelos, Gabriel F. R. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 33.2017, 3, p. 679-693
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| Subject: | Real-time inflation forecasting | Emerging markets | Shrinkage | Factor models | LASSO | Regression trees | Random forests | Complete subset regression | Machine learning | Model confidence set | Forecast combination | Expert forecasts | Prognoseverfahren | Forecasting model | Inflation | Prognose | Forecast | Brasilien | Brazil | Künstliche Intelligenz | Artificial intelligence | Regressionsanalyse | Regression analysis | Modellierung | Scientific modelling | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2017.02.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011746198