Forecasting Aggregate Inflation using Disaggregates and Machine Learning

  • Author
  • Gilberto Boaretto (PUC-Rio)
  • Co-authors
  • Marcelo C. Medeiros (PUC-Rio)
  • Abstract
  • Keywords
  • inflation forecasting; disaggregate inflation; information set; dimensionality reduction; variable selection; model combination.
  • Subject Area
  • Econometrics
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  • Applied Microeconomics
  • Econometrics
  • Finance
  • Economic Theory
  • Macroeconomics