Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks

Oren Barkan; Jonathan Benchimol; Itamar Caspi; Eliya Cohen; Allon Hammer; Noam Koenigstein

doi:10.1016/j.ijforecast.2022.04.009

Journal Articles International Journal of Forecasting Year : 2023

Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks

(1) , (2) , (2) , (3) , (3) , (3)

1
2
3

Oren Barkan

Function : Author

The Open University of Israel

Jonathan Benchimol

Function : Author
PersonId : 4420
IdHAL : jonathanbenchimol
ORCID : 0000-0002-3205-3196
IdRef : 139284516

Bank of Israel

Itamar Caspi

Function : Author

Bank of Israel

Eliya Cohen

Function : Author

Tel Aviv University

Allon Hammer

Function : Author

Tel Aviv University

Noam Koenigstein

Function : Author

Tel Aviv University

Keywords

Inflation Forecasting Disaggregated Inflation Consumer Price Index Machine Learning Gated Recurrent Unit Recurrent Neural Networks

Domains

Economics and Finance Disordered Systems and Neural Networks [cond-mat.dis-nn] Methods and statistics Machine Learning [stat.ML]

Jonathan Benchimol : Connect in order to contact the contributor

https://hal-emse.ccsd.cnrs.fr/emse-04624940

Submitted on : Tuesday, June 25, 2024-5:37:45 PM

Last modification on : Tuesday, September 17, 2024-3:45:29 PM

Dates and versions

emse-04624940 , version 1 (25-06-2024)

Licence

Attribution

Identifiers

HAL Id : emse-04624940 , version 1
ARXIV : 2011.07920
DOI : 10.1016/j.ijforecast.2022.04.009

Cite

Oren Barkan, Jonathan Benchimol, Itamar Caspi, Eliya Cohen, Allon Hammer, et al.. Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks. International Journal of Forecasting, 2023, 39 (3), pp.1145-1162. ⟨10.1016/j.ijforecast.2022.04.009⟩. ⟨emse-04624940⟩

Export

BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite

Collections

EMSE INSTITUT-MINES-TELECOM

10 View

0 Download

Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks

Keywords

Domains

Dates and versions

Licence

Identifiers

Cite

Export

Collections

Altmetric

Share