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Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods

Marcelo C. Medeiros, Gabriel F. R. Vasconcelos, Álvaro Veiga, Eduardo Zilberman

Journal of Business & Economic Statistics, 2019. DOI 10.1080/07350015.2019.1637745

Has this study been replicated?

The atlas records 1 replication of this study. Recorded outcomes: 1 mixed.

Replications

• The benefits of forecasting inflation with machine learning: New evidence, Naghi et al. (2024). Outcome recorded: mixed. Our narrow replication confirms the main findings of the original paper. However, the wider replication results suggest that other methods are competitive with RF and often more accurate. View paper

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