Sökning: "Nils Wicktor"

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  1. 1. Nowcasting U.S. inflation using mixed frequency real-time data

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Gustaf Lundgren; Nils Wicktor; [2023]
    Nyckelord :Inflation; Machine Learning; Nowcasting; MIDAS; Almon distributed lag models; Real-Time data; Random Forest; XGBoost; Mathematics and Statistics;

    Sammanfattning : Different models were developed with the aim of nowcasting inflation at a daily basis with high frequency variables, while using real-time data to avoid look ahead bias. Both popular machine learning models such as Random Forest and XGBoost, and more traditional models such as UMIDAS and Almon distributed lag models were used to make the nowcasts. LÄS MER