Threadneedle Street
London, EC2R 8AH
United Kingdom
Bank of England
Inflation, forecasting, machine learning, state space models, CPI disaggregated data, Shapley values
Financial cycles, financial crisis, global co-movement, dynamic factor models, time-varying parameters, macro-finance
Bayesian MIDAS regressions, forecasting, time‑variation and fat tails, grouped horseshoe prior, decision analysis
