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Inflation forecasting using a neural network

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Cited by:

  1. Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2022. "How is machine learning useful for macroeconomic forecasting?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 920-964, August.
  2. Maehashi, Kohei & Shintani, Mototsugu, 2020. "Macroeconomic forecasting using factor models and machine learning: an application to Japan," Journal of the Japanese and International Economies, Elsevier, vol. 58(C).
  3. Philippe Goulet Coulombe, 2022. "A Neural Phillips Curve and a Deep Output Gap," Working Papers 22-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
  4. Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino, 2022. "Forecasting US Inflation Using Bayesian Nonparametric Models," Working Papers 22-05, Federal Reserve Bank of Cleveland.
  5. Panpan Zhu & Qingjie Zhou & Yinpeng Zhang, 2024. "Investor attention and consumer price index inflation rate: Evidence from the United States," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-12, December.
  6. Haider, Adnan & Hanif, Muhammad Nadeem, 2007. "Inflation Forecasting in Pakistan using Artificial Neural Networks," MPRA Paper 14645, University Library of Munich, Germany.
  7. Bourioune, Tahar & Chiad, Faycal, 2022. "Estimation de l’IPC par les modèles non paramétriques : cas de l’Algérie [CPI estimation by non parametric models: case of Algeria]," MPRA Paper 113783, University Library of Munich, Germany, revised 2022.
  8. Felipe Leal & Carlos Molina & Eduardo Zilberman, 2020. "Proyección de la Inflación en Chile con Métodos de Machine Learning," Working Papers Central Bank of Chile 860, Central Bank of Chile.
  9. Jonathan Leslie, 2023. "?Seeing? the Future: Improving Macroeconomic Forecasts with Spatial Data and Recurrent Convolutional Neural Networks," CAEPR Working Papers 2023-003 Classification-C, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  10. Ba Chu & Shafiullah Qureshi, 2023. "Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth," Computational Economics, Springer;Society for Computational Economics, vol. 62(4), pages 1567-1609, December.
  11. Ciner, Cetin, 2019. "Do industry returns predict the stock market? A reprise using the random forest," The Quarterly Review of Economics and Finance, Elsevier, vol. 72(C), pages 152-158.
  12. Arnošt VESELÝ, 2011. "Economic classification and regression problems and neural networks," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 57(3), pages 150-157.
  13. Leonidas Spiliopoulos, 2005. "Can the human mind learn to backward induce? A neural network answer," Game Theory and Information 0505008, University Library of Munich, Germany.
  14. Yasemin Deniz Akarım, 2013. "A Comparison of Linear and Nonlinear Models in Forecasting Market Risk: The Evidence from Turkish Derivative Exchange," Journal of Economics and Behavioral Studies, AMH International, vol. 5(3), pages 164-172.
  15. Ivașcu Codruț, 2023. "Can Machine Learning Models Predict Inflation?," Proceedings of the International Conference on Business Excellence, Sciendo, vol. 17(1), pages 1748-1756, July.
  16. Andres, Antonio Rodriguez & Otero, Abraham & Amavilah, Voxi Heinrich, 2021. "Using Deep Learning Neural Networks to Predict the Knowledge Economy Index for Developing and Emerging Economies," MPRA Paper 109137, University Library of Munich, Germany.
  17. Barkan, Oren & Benchimol, Jonathan & Caspi, Itamar & Cohen, Eliya & Hammer, Allon & Koenigstein, Noam, 2023. "Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1145-1162.
  18. Sabyasachi Kar & Amaani Bashir & Mayank Jain, 2021. "New Approaches to Forecasting Growth and Inflation: Big Data and Machine Learning," IEG Working Papers 446, Institute of Economic Growth.
  19. Macias, Paweł & Stelmasiak, Damian & Szafranek, Karol, 2023. "Nowcasting food inflation with a massive amount of online prices," International Journal of Forecasting, Elsevier, vol. 39(2), pages 809-826.
  20. M. Ali Choudhary & Adnan Haider, 2012. "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, vol. 44(20), pages 2631-2635, July.
  21. Dbouk, Wassim & Jamali, Ibrahim, 2018. "Predicting daily oil prices: Linear and non-linear models," Research in International Business and Finance, Elsevier, vol. 46(C), pages 149-165.
  22. Anderson, Richard G. & Binner, Jane M. & Schmidt, Vincent A., 2012. "Connectionist-based rules describing the pass-through of individual goods prices into trend inflation in the United States," Economics Letters, Elsevier, vol. 117(1), pages 174-177.
  23. Anna Almosova & Niek Andresen, 2023. "Nonlinear inflation forecasting with recurrent neural networks," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 240-259, March.
  24. Oscar Claveria & Salvador Torra, 2013. "“Forecasting Business surveys indicators: neural networks vs. time series models”," AQR Working Papers 201312, University of Barcelona, Regional Quantitative Analysis Group, revised Nov 2013.
  25. Oscar Claveria & Enric Monte & Salvador Torra, 2015. "“Self-organizing map analysis of agents' expectations. Different patterns of anticipation of the 2008 financial crisis”," IREA Working Papers 201511, University of Barcelona, Research Institute of Applied Economics, revised Mar 2015.
  26. Anesti, Nikoleta & Kalamara, Eleni & Kapetanios, George, 2021. "Forecasting UK GDP growth with large survey panels," Bank of England working papers 923, Bank of England.
  27. Chalmovianský, Jakub & Porqueddu, Mario & Sokol, Andrej, 2020. "Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area," Working Paper Series 2501, European Central Bank.
  28. Szafranek, Karol, 2019. "Bagged neural networks for forecasting Polish (low) inflation," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1042-1059.
  29. Tea Šestanović & Josip Arnerić, 2021. "Can Recurrent Neural Networks Predict Inflation in Euro Zone as Good as Professional Forecasters?," Mathematics, MDPI, vol. 9(19), pages 1-13, October.
  30. Godarzi, Ali Abbasi & Amiri, Rohollah Madadi & Talaei, Alireza & Jamasb, Tooraj, 2014. "Predicting oil price movements: A dynamic Artificial Neural Network approach," Energy Policy, Elsevier, vol. 68(C), pages 371-382.
  31. Enja Erker, 2024. "Forecasting medical inflation in the European Union using the ARIMA model," Public Sector Economics, Institute of Public Finance, vol. 48(1), pages 39-56.
  32. Binner, Jane M. & Elger, C. Thomas & Nilsson, Birger & Tepper, Jonathan A., 2006. "Predictable non-linearities in U.S. inflation," Economics Letters, Elsevier, vol. 93(3), pages 323-328, December.
  33. María Clara Aristizábal Restrepo, 2006. "Evaluación asimétrica de una red neuronal artificial:Aplicación al caso de la inflación en Colombia," Borradores de Economia 377, Banco de la Republica de Colombia.
  34. Hussein A. Abdou & John Pointon, 2011. "Credit Scoring, Statistical Techniques And Evaluation Criteria: A Review Of The Literature," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 18(2-3), pages 59-88, April.
  35. Pijush Kanti Das & Prabir Kumar Das, 2024. "Forecasting and Analyzing Predictors of Inflation Rate: Using Machine Learning Approach," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 22(2), pages 493-517, June.
  36. Philippe Goulet Coulombe, 2022. "A Neural Phillips Curve and a Deep Output Gap," Papers 2202.04146, arXiv.org, revised Oct 2024.
  37. Shovon Sengupta & Tanujit Chakraborty & Sunny Kumar Singh, 2023. "Forecasting CPI inflation under economic policy and geopolitical uncertainties," Papers 2401.00249, arXiv.org, revised Jul 2024.
  38. Binner, J.M. & Tino, P. & Tepper, J. & Anderson, R. & Jones, B. & Kendall, G., 2010. "Does money matter in inflation forecasting?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4793-4808.
  39. Dmytro Krukovets, 2020. "Data Science Opportunities at Central Banks: Overview," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 249, pages 13-24.
  40. Aparicio, Diego & Bertolotto, Manuel I., 2020. "Forecasting inflation with online prices," International Journal of Forecasting, Elsevier, vol. 36(2), pages 232-247.
  41. Fang, Yi & Chen, Yuzhi & Ren, Hang, 2023. "A factor pricing model based on machine learning algorithm," International Review of Economics & Finance, Elsevier, vol. 88(C), pages 280-297.
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