How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation
- 1 June 2008
- journal article
- Published by Taylor & Francis in Journal of the American Statistical Association
- Vol. 103 (482) , 511-522
- https://doi.org/10.1198/016214507000000473
Abstract
This article focuses on the widely studied question of whether the inclusion of indicators of real economic activity lowers the prediction mean squared error of forecasting models of U.S. consumer ...Keywords
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