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Real-time inflation forecasting in a changing world

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Real-time inflation forecasting in a changing world

Groen, Jan J. J.; Paap, Richard; Ravazzolo, Francesco - 2009

This paper revisits inflation forecasting using reduced-form Phillips curve forecasts, that is, inflation forecasts that use activity and expectations variables. We propose a Phillips-curve-type model that results from averaging across different regression specifications selected from a set of...