What drives inflation and how? Evidence from additive mixed models selected by cAIC
We analyze the forces that explain inflation using a panel of 122 countries from 1997 to 2015 with 37 regressors. Ninety-eight models motivated by economic theory are compared to a boosting algorithm, non-linearities and structural breaks are considered. We show that the typical estimation methods a...
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| Principais autores: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Frontiers Media S.A.
2023-11-01
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| coleção: | Frontiers in Applied Mathematics and Statistics |
| Assuntos: | |
| Acesso em linha: | https://www.frontiersin.org/articles/10.3389/fams.2023.1070857/full |
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