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  1. uk-cpi-inflation-forecasting uk-cpi-inflation-forecasting Public

    Forecasting UK CPI inflation using ARIMA benchmarked against naive models, with rolling out-of-sample evaluation

    Jupyter Notebook 1

  2. uk-gdp-forecasting uk-gdp-forecasting Public

    Forecasting UK GDP growth using ARIMA on quarterly data, benchmarked against naive forecasts

    Jupyter Notebook 1

  3. uk-gdp-nowcasting uk-gdp-nowcasting Public

    Nowcasting UK GDP before its official release using monthly indicators (Index of Services, Index of Production) via bridge equation and dynamic factor model

    Jupyter Notebook 1