Showing 1 - 10 of 12
inflation for different horizons. We design our forecast experiment for the post-oil boom years of 2010-2014 and compare … advantage over naïve ones in boom and pre-boom years. We find that despite declining volatility in inflation over the post … of inflation. …
Persistent link: https://www.econbiz.de/10011251893
This study sheds new light on the cross-sectional effects of inflation, which have substantial implications for stock … individual companies, focusing on the implications for both researchers and investment practitioners. I develop inflation …-adjustment procedures that are straightforward for investors to implement in real time for extracting the inflation effect on individual …
Persistent link: https://www.econbiz.de/10011259622
forecasting inflation in Singapore, Japan, South Korea and Hong Kong paying particular attention to whether the inflation … procedures in the presence of structural breaks. Empirical results suggest that inflation in Singapore, Hong Kong and South Korea …This paper surveys the recent literature on inflation forecasting and conducts an extensive empirical analysis on …
Persistent link: https://www.econbiz.de/10009650016
An empirical model is presented linking inflation and unemployment rate to the change in the level of labour force in … predictions of the inflation rate on a three year horizon. The results are coherent with the models estimated previously for the … US, Japan, France and other developed countries and provide additional validation of our quantitative framework based …
Persistent link: https://www.econbiz.de/10008839473
The purpose of this study is to forecast the short-term inflation rate of Bangladesh using the monthly Consumer Price … forecasted. The forecasted result suggests an increasing pattern and high rates of inflation over the forecasted period 2013 … order to combat such increase inflation in 2013. …
Persistent link: https://www.econbiz.de/10011113416
This double-issue contains 11 papers invited for the first special issue on “Computational methods for Russian economic and financial modelling”. It was an attempt to explore and bring together practical, state-of-the-art applications of computational techniques with a particular focus on...
Persistent link: https://www.econbiz.de/10011114387
FOMC projections are important because they provide information for evaluating current monetary policy intentions and because they indicate what FOMC members think will be the likely consequence of their policies. Results here show that the Blue Chip consensus forecasts are a good proxy for the...
Persistent link: https://www.econbiz.de/10005352919
-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
Presentation to the Arkansas Business and Economic Society and The Central Arkansas Chapter of the Risk Management Association, Little Rock -Feb. 15, 2001
Persistent link: https://www.econbiz.de/10005420429
This article calculates the sectoral and industrial business cycles by means of the band-pass filters by Baxter and King (1999) and Christiano and Fitzgerald (2003), to subsequently analyze the correlations between the sectors and industries and the overall economy. It can be shown that the...
Persistent link: https://www.econbiz.de/10005620061