Forecasting CPI inflation under economic policy and geopolitical uncertainties

Forecasting CPI inflation under economic policy and geopolitical uncertainties

Forecasting consumer price index (CPI) inflation is of paramount importance for both academics and policymakers at central banks. This study introduces the filtered ensemble wavelet neural network (FEWNet) to forecast CPI inflation, tested in BRIC countries. FEWNet decomposes inflation data into hig...

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Bibliographic Details
Main Author: Sengupta, Shovon (author)
Other Authors: Chakraborty, Tanujit (author), Singh, Sunny Kumar (author)
Published: 2024
Subjects:
Inflation forecasting
Wavelets
Neural networks
Empirical risk minimization
Conformal prediction intervals
Online Access:https://depot.sorbonne.ae/handle/20.500.12458/1675
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