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Measuring core inflation by multivariate structural time series models

Proietti, Tommaso - In: Optimisation, econometric and financial analysis, (pp. 205-223). 2007

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[Besprechung von:] Employment output and inflation. The National Institute model of the British economy. New Hampshire 1983

Artis, Michael - In: The economic journal : the journal of the Royal … 94 (1984), pp. 396-397

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A linear benchmark for forecasting GDP growth and inflation?

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Forecast bias and MSFE encompassing

Marcellino, Massimiliano - In: Oxford bulletin of economics and statistics 62 (2000) 4, pp. 533-542

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Un'analisi empirica delle relazioni tra spesa pubblica, entrate, PIL e inflazione

Marcellino, Massimiliano - In: Giornale degli economisti e annali di economia 54 (1995) 1, pp. 103-128

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Further results on MSFE encompassing

Marcellino, Massimiliano - 1998

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Has the volatility of US inflation changed and how?

Grassi, Stefano; Proietti, Tommaso - In: Journal of time series econometrics 2 (2010) 1, pp. 1-20

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Measuring Core Inflation by Multivariate Structural Time Series Models

Proietti, Tommaso - 2007

The measurement of core inflation can be carried out by optimal signal extraction techniques based on the multivariate local level model, by imposing suitable restrictions on its parameters. The various restrictions correspond to several specialisations of the model: the core inflation measure...

Persistent link: https://www.econbiz.de/10012731728

A systemic approach to estimating the output gap for the Italian economy

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Comments on "Exchange rate regimes and macroeconomic stability in Central and Eastern Europe"

Artis, Michael J. - In: Euro adoption in Central and Eastern Europe : …, (pp. 58-60). 2005

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