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Forecasting US Inflation Using Bayesian Nonparametric Models

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

arXiv 28 Feb 2022 · Econometrics · publishedThe Annals of Applied Statistics (2024) · 15 citations (OpenAlex)

arXiv:2202.13793 · PDF · DOI · OpenAlex · Extracted main text

Abstract

The relationship between inflation and predictors such as unemployment is potentially nonlinear with a strength that varies over time, and prediction errors error may be subject to large, asymmetric shocks. Inspired by these concerns, we develop a model for inflation forecasting that is nonparametric both in the conditional mean and in the error using Gaussian and Dirichlet processes, respectively. We discuss how both these features may be important in producing accurate forecasts of inflation. In a forecasting exercise involving CPI inflation, we find that our approach has substantial benefits, both overall and in the left tail, with nonparametric modeling of the conditional mean being of particular importance.

Citation extraction

37
references
56
in-text mentions
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appendix boundary found by appendix_command · 76% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Shin, Bhattacharya, and Johnson (2020) Functional horseshoe priors for subspace shrinkage0.9568388%
2Stock and Watson (2007) Why has U.S. inflation become harder to forecast?0.81142100%
3Stock and Watson (2010) Modeling inflation after the Crisis0.64422100%
4Rossi and Sekhposyan (2019) Alternative tests for correct specification of conditional predictive densities0.58531100%
5Frühwirth-Schnatter and Malsiner-Walli (2019) From here to infinity: sparse finite versus dirichlet process mixtures in model based clustering0.5113233%
6McCracken and Ng (2020) FRED-QD: A quarterly database for macroeconomic research0.5112250%
7Escobar and West (1995) Bayesian density estimation and inference using mixtures0.51121100%
8Faust and Wright (2013) Forecasting inflation0.51121100%
9Woody, Carvalho, and Murray (2021) Model interpretation through lower-dimensional posterior summarization0.51121100%
10Babb and Detmeister (2017) Nonlinearities in the Phillips curve for the United States: Evidence using metropolitan data0.40511100%

Showing the top 10 of 37 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Forecasting Macroeconomic Tail Risk in Real Time:Do Textual Data Add Value?0.64422
2Bayesian Forecasting in Economics and Finance: A Modern Review0.40511
3Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions0.40511
40.25cm \@setfontsize\@setfontsize\@setfontsize\@setfontsize\@setfontsize\@setfontsize\@setfontsize\@setfontsize\@setfontsize\@setfontsize21.92421.92421.92421.92421.92421.92421.92421.92421.92421.924 dpd Dual Interpretation of Machine Learning Forecasts -0.5cm0.40511
5Forecasting Thai inflation from univariate Bayesian regression0.40511