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Forecasting the inflation rate in Poland and U.S. using Dynamic Model Averaging (DMA) and google queriess

Drachal, Krzysztof - In: Romanian journal of economic forecasting 23 (2020) 2, pp. 18-34

Persistent link: https://www.econbiz.de/10012422424

Diffusion indexes

Stock, James H.; Watson, Mark W. - 1998

Persistent link: https://www.econbiz.de/10000674170

Time-frequency relationship between inflation and inflation uncertainty for the U.S. : evidence from historical data

Albulescu, Claudiu Tiberiu; Tiwari, Aviral Kumar; … - 2016

Persistent link: https://www.econbiz.de/10011547577

The meta-Phillips Curve : modelling U.S. inflation in the presence of regime change

Aristidou, Chrystalleni - In: Journal of macroeconomics 57 (2018), pp. 367-379

Persistent link: https://www.econbiz.de/10012128006

Distinguishing between long-range dependence and deterministic trends

Sibbertsen, Philipp; Venetis, Ioannis - 2003

parameter under the null, and is therefore estimated by bootstrapping. The test is applied to inflation rates of three …

Persistent link: https://www.econbiz.de/10010509839

Using the hybrid Phillips curve with memory to forecast US infllation

Chu, Shiou-Yen; Shane, Christopher - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 4, pp. 1-16

Persistent link: https://www.econbiz.de/10011755440

Unobserved components with stochastic volatility in U.S. inflation : estimation and signal extraction

Li, Mengheng; Koopman, Siem Jan - 2018

applied to quarterly and monthly US inflation in an empirical study. We find that the persistence of quarterly inflation has … and density forecasts for monthly US inflation. …

Persistent link: https://www.econbiz.de/10011809984

Filters or holt winters technique to improve the forecasts for USA inflation rate?

Bratu, Mihaela - In: Acta Universitatis Danubius / Oeconomica 9 (2013) 1, pp. 126-136

Persistent link: https://www.econbiz.de/10010192392

Detecting multiple breaks in long memory the case of U.S. inflation

Hassler, Uwe; Meller, Barbara - In: Empirical economics : a journal of the Institute for … 46 (2014) 2, pp. 653-680

Persistent link: https://www.econbiz.de/10010252051

Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging

Jumah, Adusei; Kunst, Robert M. - 2008

Persistent link: https://www.econbiz.de/10003778880

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