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A Multi-Task Deep Learning Model for Inflation Forecasting: Dynamic Phillips Curve Neural Network

Published: April 20, 2023

I propose the Dynamic Phillips Curve Neural Network (DPCNN), a multi-task deep learning model which incorporates longterm business cycle dynamics using long short-term memory (LSTM) layers.

Recommended citation: http://rproner1.github.io/files/files\ForecastingInflationWithDeepLearning.pdf