The benefits of forecasting inflation with machine learning: New evidence (replication data)

DOI

This is the replication package for "The benefits of forecasting inflation with machine learning: New evidence" by A. Naghi, E. O'Neill, and M. Zaharieva, Journal of Applied Econometrics, 2023, forthcoming. The readme file contains a detailed description of the data and how to replicate the results. The zipped folder contains all data sets CSV, text, and Rdata formats. The zipped folder also contains the R scripts required to replicate the results.

Identifier
DOI https://doi.org/10.15456/jae.2023340.1218742483
Metadata Access https://www.da-ra.de/oaip/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=oai:oai.da-ra.de:778944
Provenance
Creator Naghi, Andrea A.; O'Neill, Eoghan; Zaharieva, Martina D.
Publisher ZBW - Leibniz Informationszentrum Wirtschaft
Publication Year 2023
Rights Creative Commons Attribution 4.0 (CC-BY); Download
OpenAccess true
Contact ZBW - Leibniz Informationszentrum Wirtschaft
Representation
Language English
Resource Type Collection
Discipline Economics