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Big data forecasting of South African inflation
We investigate whether the use of statistical learning techniques and big data can enhance the accuracy of inflation forecasts. We make use of a large dataset for the disaggregated prices of consumption goods and services, which we partially reconstruct, and a large suite of different statistical le...
Autores principales: | Botha, Byron, Burger, Rulof, Kotzé, Kevin, Rankin, Neil, Steenkamp, Daan |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer Berlin Heidelberg
2022
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9644019/ https://www.ncbi.nlm.nih.gov/pubmed/36408370 http://dx.doi.org/10.1007/s00181-022-02329-y |
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