Showing 1 - 9 of 9
-from-core inflation persistence model. The flexibility, provided by the kernel and window width, permits the incorporation of the … forecasted value into the appropriate time frame. For instance, a low inflation measure can be included in other low inflation …
Persistent link: https://www.econbiz.de/10009360270
The purpose of this paper is to examine the forecasting ability of sixty-two vintages of revised real-time PCE and core PCE using nonparametric methodologies. The combined fields of real-time data and nonparametric forecasting have not been previously explored with rigor, which this paper...
Persistent link: https://www.econbiz.de/10011109975
The purpose of this paper is to examine the forecasting ability of sixty-two vintages of revised real-time PCE and core PCE using nonparametric methodologies. The combined fields of real-time data and nonparametric forecasting have not been previously explored with rigor, which this paper...
Persistent link: https://www.econbiz.de/10011113111
This paper tracks data revisions in the Personal Consumption Expenditure using the exclusions-from-core inflation …
Persistent link: https://www.econbiz.de/10008636481
Using parametric and nonparametric methods, inflation persistence is examined through the relationship between … exclusions-from-core inflation and total inflation for two sample periods and in five in-sample forecast horizons ranging from … one quarter to three years over fifty vintages of real-time data in two measures of inflation: personal consumption …
Persistent link: https://www.econbiz.de/10005790109
This paper tracks data revisions in the Personal Consumption Expenditure using the exclusions-from-core inflation …
Persistent link: https://www.econbiz.de/10008560957
This paper examines whether core inflation is able to predict the overall trend of total inflation using real-time data … measures of inflation, which are the personal consumption expenditure and the consumer price index, are used in the exclusions …-from core inflation persistence model. This paper finds that core inflation is only able to capture the overall trend of total …
Persistent link: https://www.econbiz.de/10008560970
Using parametric and nonparametric methods, inflation persistence is examined through the relationship between the … exclusions-from-core measure of inflation and total inflation for two sample periods and five in-sample forecast horizons ranging … from one to twelve quarters over fifty vintages of real-time data in two measures of inflation: personal consumption …
Persistent link: https://www.econbiz.de/10008518078
Using parametric and nonparametric methods, inflation persistence is examined through the relationship between … exclusions-from-core inflation and total inflation for two sample periods and in five in-sample forecast horizons ranging from … one quarter to three years over fifty vintages of real-time data in two measures of inflation: personal consumption …
Persistent link: https://www.econbiz.de/10005619824