Andrea A. Naghi
;
Eoghan O'Neill
;
Martina D. Zaharieva

the benefits of forecasting inflation with machine learning: new evidence (replication data)

This is the replication package for "The benefits of forecasting inflation with machine learning: New evidence" by A. Naghi, E. O'Neill, and M. Zaharieva, Journal of Applied Econometrics, 2023, forthcoming. The readme file contains a detailed description of the data and how to replicate the results. The zipped folder contains all data sets CSV, text, and Rdata formats. The zipped folder also contains the R scripts required to replicate the results.

Data and Resources

Suggested Citation

Naghi, Andrea A.; O'Neill, Eoghan; Zaharieva, Martina D. (2023): The benefits of forecasting inflation with machine learning: New evidence (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2023340.1218742483

JEL Codes