Martina Danielova Zaharieva
Biographic Data
| ID | 9678865 |
|---|---|
| NAME | Martina Danielova Zaharieva |
| GIVEN NAMES | Martina Danielova |
| FAMILY NAME | Zaharieva |
| SIGNATURE | ZAHARIEVA M D |
| AFFILIATIONS | CUNEF University Madrid Spain |
| ORCID | 0000-0002-5776-7013 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2024 |
| LATEST PUBLICATION YEAR | 2024 |
| H-INDEX | 0 |
The benefits of forecasting inflation with machine learning
Medeiros et al. (2021) (Journal of Business & Economic Statistics, 39:1, 98–119) find that random forest (RF) outperforms US inflation forecasting benchmarks. We replicate the main results in Medeiros et al. (2021) and (1) considerably expand the set of machine learning methods, (2) analyse the predictive ability of both the initial and extended sets of methods on Canadian and UK data, (3) add results on coverage rates and widths of prediction in…
No prominent works on this page.
The benefits of forecasting inflation with machine learning
Medeiros et al. (2021) (Journal of Business & Economic Statistics, 39:1, 98–119) find that random forest (RF) outperforms US inflation forecasting benchmarks. We replicate the main results in Medeiros et al. (2021) and (1) considerably expand the set of machine learning methods, (2) analyse the predictive ability of both the initial and extended sets of methods on Canadian and UK data, (3) add results on coverage rates and widths of prediction in…
Artificial Intelligence (1 work) · Computer Science (1 work) · Econometrics (1 work) · Economics (1 work) · Gradient boosting (1 work) · Machine learning (1 work) · Market Dynamics and Volatility (1 work) · Mathematics (1 work) · Monetary Policy and Economic Impact (1 work) · Physics (1 work)