Manzan, Sebastiano; Zerom, Dawit - In: Oxford Bulletin of Economics and Statistics 77 (2015) 2, pp. 297-318
type="main" xml:id="obes12065-abs-0001" <title type="main">Abstract</title> <p>This article investigates the evidence of time-variation and asymmetry in the persistence of US inflation. We compare the out-of-sample performance of different forecasting models and find that quantile forecasts from an Auto-Regressive (AR) model...</p>
