Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Jiawen Luo (South China University of Technology), Shengjie Fu (South China University of Technology), Oguzhan Cepni (Copenhagen Business School), Rangan Gupta (University of Pretoria)
| Year of publication: |
[2024]
|
|---|---|
| Authors: | Luo, Jiawen ; Fu, Shengjie ; Cepni, Oguzhan ; Gupta, Rangan |
| Publisher: |
Pretoria, South Africa : Department of Economics, University of Pretoria |
| Subject: | Climate risks | US inflation | Dynamic quantile moving averaging | Forecasting | Inflation | Prognoseverfahren | Forecasting model | Klimawandel | Climate change | Risiko | Risk | Risikomaß | Risk measure | Schätzung | Estimation | Momentenmethode | Method of moments |
| Extent: | 1 Online-Ressource (circa 46 Seiten) Illustrationen |
|---|---|
| Series: | Department of Economics working paper series. - Pretoria : Department of Economics, University of Pretoria, ZDB-ID 3031297-8. - Vol. 2024, 20 (May 2024) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Classification: | C21 - Cross-Sectional Models; Spatial Models ; C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; E31 - Price Level; Inflation; Deflation ; Q54 - Climate; Natural Disasters |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014529004