Argentina | Pronóstico de inflación de corto plazo con modelos Random Forest

Argentina | Forecasting short-term inflation with Random Forest Models

Federico Forte

No 24/10, Working Papers from BBVA Bank, Economic Research Department

Abstract: El presente trabajo examina el desempeño de los modelos Random Forest para pronosticar la inflación mensual de corto plazo en Argentina, utilizando una base de datos con indicadores en frecuencia mensual desde 1962. This paper examines the performance of Random Forest models in forecasting short-term monthly inflation in Argentina, based on a database of monthly indicators since 1962.

Keywords: Interest rates; Tasas de interés; Monetary policy; Política monetaria; Inflation; Inflación; Argentina; Argentina; Analysis with Big Data; Análisis con Big Data; Macroeconomic Analysis; Análisis Macroeconómico; Working Paper; Documento de Trabajo (search for similar items in EconPapers)
JEL-codes: C14 E31 E37 (search for similar items in EconPapers)
Pages: 18 pages
Date: 2024-09
New Economics Papers: this item is included in nep-big
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