Galina Potjagailo

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

129

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Forecasting UK inflation bottom up

Bank of England Working Paper No. 915
Number of pages: 51 Posted: 06 Apr 2021
Bank of England, affiliation not provided to SSRN, King's College, London and Bank of England
Downloads 83 (362,155)
Citation 2

Abstract:

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Inflation, forecasting, machine learning, state space models, CPI disaggregated data, Shapley values

2.

Global Financial Cycles Since 1880

Bank of England Working Paper No. 867
Number of pages: 48 Posted: 02 Jun 2020
Galina Potjagailo and Maik Wolters
Bank of England and University of Wuerzburg
Downloads 46 (485,578)
Citation 2

Abstract:

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Financial cycles, financial crisis, global co-movement, dynamic factor models, time-varying parameters, macro-finance