In this paper, we estimate and analyse a set of equations of French inflation for forecasting purpose at the horizon of … exogeneous variables outside the sampling period: given the history at time t, one forecasts the value of inflation at time t …

Short-term analysis is generally performed with seasonally adjusted data from which further estimation of the business …, because seasonal adjustment and trend-cycle estimation do not share the same methodological framework, a fact which could … Nelson decompositions. We show that estimation of the various components of a given time series is feasible once the location …