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The rise and fall of U.S. inflation persistence

Beechey, Meredith Jane (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003506625

The Rise and Fall of U.S. Inflation Persistence

Beechey, Meredith J.; Österholm, Pär - 2007

This paper estimates the path of inflation persistence in the United States over the last 50 years and draws … predict persistent inflation outcomes. Time variation of the central bank's preference for output stability should be … reflected in changes in inflation persistence. We estimate an ARMA(1,q) model with a time-varying autoregressive parameter for …

Persistent link: https://www.econbiz.de/10014225409

Stability price index, core inflation and output volatility

Charemza, Wojciech; Shah, Imran - 2012

Persistent link: https://www.econbiz.de/10009670645

Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs

Hou, Chenghan; Nguyen, Bao; Zhang, Bo - In: Journal of forecasting 42 (2023) 2, pp. 418-451

Persistent link: https://www.econbiz.de/10014292196

Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV) : Evidence from China's stock market

Ping, Yuan; Li, Rui - In: Finance research letters 25 (2018), pp. 222-229

Persistent link: https://www.econbiz.de/10012003539

Hanke, Michael; Poulsen, Rolf; Weissensteiner, Alex - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2663-2683

Persistent link: https://www.econbiz.de/10012128877

Modeling and forecasting realized volatility : evidence from Brazil

Wink Junior, Marcos Vinício; Pereira, Pedro L. Valls - In: Brazilian review of econometrics : BRE ; the review of … 31 (2011) 2, pp. 315-337

Persistent link: https://www.econbiz.de/10010402885

Semi-parametric forecasting of realized volatility

Becker, Ralf; Clements, Adam; Hurn, Stan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 3, pp. 1-21

Persistent link: https://www.econbiz.de/10009521204

Density prediction of stock index returns using GARCH models : frequentist or Bayesian estimation?

Hoogerheide, Lennart F.; Ardia, David; Corré, Nienke - In: Economics letters 116 (2012) 3, pp. 322-325

Persistent link: https://www.econbiz.de/10009674398

Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss

Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: The European journal of finance 27 (2021) 16, pp. 1626-1644

Persistent link: https://www.econbiz.de/10012872908