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Real-time inflation forecast densities from ensemble Phillips curves

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The New Keynesian Phillips curve : lessons from single-equation econometric estimation

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Identifying the new Keynesian Phillips curve

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Identifying the New Keynesian Phillips Curve

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Along the new Keynesian Phillips Curve with nominal and real rigidities

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Identifying the new Keynesian Phillips curve

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Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility

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Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility

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UK inflation dynamics since the thirteenth century

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Real-Time Inflation Forecast Densities from Ensemble Phillips Curves

Garratt, Anthony - 2010

We examine the effectiveness of recursive-weight and equal-weight combination strategies for forecasting using many time-varying models of the relationship between inflation and the output gap. The forecast densities for inflation reflect the uncertainty across models using many statistical...

Persistent link: https://www.econbiz.de/10013135344