Forecasting U.S. inflation using Bayesian nonparametric models

DOI10.1214/23-aoas1841arXiv2202.13793MaRDI QIDQ6128365

Todd E. Clark, Florian Huber, Massimiliano Marcellino, Gary Koop

Publication date: 15 April 2024

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2202.13793

zbMATH Keywords

Gaussian processnonparametric regressionDirichlet process mixtureinflation forecasting

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

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