... a recursive pseudo-out-of-sample forecasting exercise at the quarterly frequency. The estimations are based on disaggregated sectoral data corresponding to nine components of the Consumer Price Index (IPCA) basket, complemented by additional analyses for monitored and free market prices, as well as the core...

...Önder Özgür; Uğur Akkoç Purpose The main purpose of this study is to forecast inflation rates in the case of the Turkish economy with shrinkage methods of machine learning algorithms. Design/methodology/approach This paper compares the predictive ability of a set of machine learning techniques...

...Sudipta Das; Parama Barai Purpose – The purpose of this paper is to empirically estimate industry beta in Indian stock market with three alternative models and compare the accuracy of forecasting error to find the most suitable model for time-varying beta estimation. Design/methodology...