In this paper, we explore machine learning (ML) methods to improve inflation forecasting in Brazil. An extensive out …-of-sample forecasting exercise is designed with multiple horizons, a large database of 501 series, and 50 forecasting methods, including new … are relevant to forecasting inflation. The set of top forecasts often includes forecast combinations, tree-based methods …

speeches and translate into a sentiment index for forecasting the future financial markets behaviour. In our analysis, it is …

speeches and translate into a sentiment index for forecasting the future financial markets behaviour. In our analysis, it is …

prices, we show that machine learning generated forecasts provide better forecasting quality and that portfolios which are … process, we show that information channels vary across forecasting horizon. Variable selection produces clusters and provides …