Shaista Sabir

Forecasting Inflation with Machine Learning and Traditional Time-Series Models: A Multi-Horizon Rolling-Origin Assessment

Introduction: The role of inflation forecasting in the monetary-policy assessment, financial planning and macroeconomic decision-making is crucial. This study also compares the Seasonal Autoregressive Integrated Moving Average (SARIMA) and Extreme Gradient Boosting (XGBoost) models to forecast Sticky Price Consumer Pri...