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Forecasting and policy making
Wieland, Volker; Wolters, Maik H. - 2012
Persistent link: https://www.econbiz.de/10010394237
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The Performance of Forecast-Based Monetary Policy Rules Under Model Uncertainty
Williams, John C.; Levin, Andrew T.; Wieland, Volker - 2021
uncertainty: such rules respond to the one-year ahead inflation forecast and to the current output gap, and incorporate a …
Persistent link: https://www.econbiz.de/10013320751
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Output Growth and Monetary Policy Interaction in a Common Monetary Area : Forecasting with VEC Models in Namibia, Lesotho, South Africa and Swaziland, 1981-2004
Khamfula, Yohane - 2014
In this study, we empirically attempt to investigate output growth forecasts as a result of dynamic interplay between money supplies and output growths of Southern African Common Monetary Area (SACMA) countries using Vector Error Correction Models (VECM). In general, the results show that the...
Persistent link: https://www.econbiz.de/10014215457
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Forecasting Inflation Using Commodity Price Aggregates
Chen, Yu-Chin - 2011
This paper shows that for five small commodity-exporting countries that have adopted inflation targeting monetary … policies, world commodity price aggregates have predictive power for their CPI and PPI inflation, particularly once possible …
Persistent link: https://www.econbiz.de/10013120014
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Monetary policy interdependency in fisher effect : a comparative evidence
Shobande, Olatunji Abdul; Shodipe, Oladimeji Tomiwa - In: Journal of central banking theory and practice 10 (2021) 1, pp. 203-226
In this paper, we examine the ability of Fisher effect to describe the subjective behaviour of monetary policy responses for nations constrained by global factors. We developed and estimated a simple DSGE model for appraising the consequence of an integrated financial market predictor on...
Persistent link: https://www.econbiz.de/10012549169
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Can inflation forecast and monetary policy path be really useful? : the case of Czech Republic
Szyszko, Magdalena; Tura, Karolina - 2014
Producing and revealing inflation forecasts is believed to be the best way of implementing a forward-looking monetary … policy. The article focuses on inflation forecast targeting (IFT) at the Czech National Bank (CNB) in terms of its efficiency … in shaping consumers' inflation expectations. The goal of the study is to verify accuracy of the inflation forecasts, and …
Persistent link: https://www.econbiz.de/10012002259
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Do monetary indicators (still) predict euro area inflation?
Hofmann, Boris - 2006
This paper assesses the performance of monetary indicators in predicting euro area HICP inflation out-of-sample over …. The results suggest that monetary indicators are still useful indicators for inflation in the euro area, but that a … inflation. …
Persistent link: https://www.econbiz.de/10010295806
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Do monetary indicators lead euro area inflation?
Hofmann, Boris - 2008
indicators in predicting euro area HICP inflation out-of-sample over the period first quarter 1999 till third quarter 2006 …
Persistent link: https://www.econbiz.de/10011604913
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Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate
Hendry, David F.; Hubrich, Kirstin - 2010
theoretical predictions and simulations are corroborated when forecasting aggregate US inflation pre- and post 1984 using …
Persistent link: https://www.econbiz.de/10011605201
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Trimmed-mean inflation statistics : just hit the one in the middle
Meyer, Brent; Venkatu, Guhan - 2014
This paper reinvestigates the performance of trimmed-mean inflation measures some 20 years since their inception … measures in forecasting headline inflation. …
Persistent link: https://www.econbiz.de/10010251647