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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...

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Detalles Bibliográficos
Autores principales: Botha, Byron, Burger, Rulof, Kotzé, Kevin, Rankin, Neil, Steenkamp, Daan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2022
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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