• Dominant Drivers of National Inflation 

      Ditzen, Jan; Ravazzolo, Francesco (CAMP Working Paper Series;08/2022, Working paper, 2022-12-29)
      For western economies a long-forgotten phenomenon is on the horizon: rising inflation rates. We propose a novel approach christened D2ML to identify drivers of national inflation. D2ML combines machine learning for model ...
    • News media versus FRED-MD for macroeconomic forecasting 

      Ellingsen, Jon; Larsen, Vegard Høghaug; Thorsrud, Leif Anders (Peer reviewed; Journal article, 2021)
      Using a unique dataset of 22.5 million news articles from the Dow Jones Newswires Archive, we perform an in depth real-time out-of-sample forecasting comparison study with one of the most widely used data sets in the newer ...
    • News media vs. FRED-MD for macroeconomic forecasting 

      Ellingsen, Jon; Larsen, Vegard H.; Thorsrud, Leif Anders (CAMP Working Paper Series;08/2020, Working paper, 2020-10-08)
      Using a unique dataset of 22.5 million news articles from the Dow Jones Newswires Archive, we perform an in depth real-time out-of-sample forecasting comparison study with one of the most widely used data sets in the newer ...