Real-time inflation forecasting using non-linear dimension reduction techniques
Year of publication: |
2023
|
---|---|
Authors: | Hauzenberger, Niko ; Huber, Florian ; Klieber, Karin |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 2, p. 901-921
|
Subject: | Density forecasting | Machine learning | Non-linear principal components | Real-time data | Time-varying parameter regression | Prognoseverfahren | Forecasting model | Inflation | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Theorie | Theory | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis |
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