Popular repositories Loading

1. uk-cpi-inflation-forecasting uk-cpi-inflation-forecasting Public

   Forecasting UK CPI inflation using ARIMA benchmarked against naive models, with rolling out-of-sample evaluation

   Jupyter Notebook 1

2. uk-gdp-forecasting uk-gdp-forecasting Public

   Forecasting UK GDP growth using ARIMA on quarterly data, benchmarked against naive forecasts

   Jupyter Notebook 1

3. uk-gdp-nowcasting uk-gdp-nowcasting Public

   Nowcasting UK GDP before its official release using monthly indicators (Index of Services, Index of Production) via bridge equation and dynamic factor model

   Jupyter Notebook 1 1