The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach

DOI10.1002/FOR.2417zbMath1397.91504OpenAlexW3021528030WikidataQ58881669 ScholiaQ58881669MaRDI QIDQ4687592

Vasilios Plakandaras, Theophilos Papadimitriou, Periklis Gogas, Rangan Gupta

Publication date: 12 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2263/60136

zbMATH Keywords

Lassosupport vector regressioninflation forecastingnonlinear machine learningeconometric methodologies

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Ridge regression; shrinkage estimators (Lasso) (62J07) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

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