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Monetary policy, inflation outlook, and recession probabilities
Ajello, Andrea; Benzoni, Luca; Schwinn, Makena; Timmer, … - 2022
yields' fluctuations and highlight the roles of a tight monetary policy stance and expectations of lower inflation in … negative inflation slope points to higher odds of a recession within a year. An aggressive removal of policy accommodation …
Persistent link: https://www.econbiz.de/10013279282
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Modeling and forecasting currency in circulation for liquidity management in Nigeria
Ikoku, Alvan - In: CBN journal of applied statistics 5 (2014) 1, pp. 79-104
Nigeria. Forecasts were produced using ARIMA, ARIMA with structural variables, VAR and VEC models. The performance of the … forecasts was then evaluated under a rolling forecast scenario, where the estimation sample is augmented by one observation and … the forecast sample is brought forward. The evaluation of the forecasts was based on average performance over a number of …
Persistent link: https://www.econbiz.de/10011474285
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Inflation forecasting performance and monetary policy decision-making during 2011 - 2012
C̜eliku, Evelina; Hashorva, Gent - 2013
Persistent link: https://www.econbiz.de/10011379681
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Forecasting inflation using survey expectations and target inflation : evidence for Brazil and Turkey
Altuğ, Sumru; Çakmaklı, Cem - In: International journal of forecasting 32 (2016) 1, pp. 138-153
Persistent link: https://www.econbiz.de/10011596492
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Forecasting inflation in emerging markets : an evaluation of alternative models
Mandalinci, Zeyyad - In: International journal of forecasting 33 (2017) 4, pp. 1082-1104
Persistent link: https://www.econbiz.de/10011746946
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Global inflation: implications for forecasting and monetary policy
Medeiros, Marcelo C.; Montes Schütte, Erik Christian; … - 2023
Persistent link: https://www.econbiz.de/10014441020
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FOMC Announcements and Predictable Returns
Velikov, Mihail - 2017
I document that the high market returns and good performance of the CAPM associated with FOMC meetings are concentrated on meetings with unanticipated cuts to the Fed funds target rate. Moreover, stocks that perform poorly around meetings with surprise cuts subsequently outperform the market....
Persistent link: https://www.econbiz.de/10012972379
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Growth forecasts and news about monetary policy
Karnaukh, Nina - 2020
We find that 30-minute changes in bond yields around scheduled Federal Open Market Committee (FOMC) announcements are predictable with the pre-FOMC Blue Chip professionals’ revisions in GDP growth forecasts. A positive pre-FOMC GDP growth revision predicts a contractionary policy news shock...
Persistent link: https://www.econbiz.de/10012388387
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Why does the yield-curve slope predict recessions?
Benzoni, Luca; Chyruk, Olena; Kelley, David - 2018
inflation risk premium slope has been accompanied by a heightened risk of recession, while a lower real-rate risk premium slope …
Persistent link: https://www.econbiz.de/10011924714
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Mind the (convergence) gap: bond predictability strikes back!
Berardi, Andrea; Markovich, Michael; Plazzi, Alberto; … - 2019 - This version: August 29, 2019
We show that the difference between the natural rate of interest and the current level of monetary policy stance, which we label Convergence Gap (CG), contains information that is valuable for bond predictability. Adding CG in forecasting regressions of bond excess returns significantly raises...
Persistent link: https://www.econbiz.de/10012134247