Cristadoro, Riccardo (contributor); … - 2008
: forecasting, dynamic factor model, inflation, Taylor rule, monetary policy
JEL Classification: C25, E37, E52
5
ECB
Working … policy decision using the
euro core index and the output gap, in a simple Taylor rule framework, and test
whether national … significant explanatory power to the baseline Taylor rule regression.
x We conclude that the area wide core inflation index …