Galina Potjagailo

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

515

SSRN CITATIONS

8

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Forecasting UK Inflation Bottom Up

Bank of England Working Paper No. 915
Number of pages: 38 Posted: 06 Apr 2021 Last Revised: 28 Sep 2022
Bank of England, Bank of England, King’s College London, Bank of England and King's College, London
Downloads 315 (180,811)
Citation 4

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 138 (387,814)
Citation 2

Abstract:

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

3.

Flexible Bayesian MIDAS: Time‑variation, Group‑shrinkage and Sparsity

Bank of England Working Paper No. 1025
Number of pages: 49 Posted: 22 Jun 2023
Galina Potjagailo and David Kohns
Bank of England and Aalto University
Downloads 62 (650,164)
Citation 1

Abstract:

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Bayesian MIDAS regressions, forecasting, time‑variation and fat tails, grouped horseshoe prior, decision analysis