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The Global Component of Inflation Volatility
Carriero, Andrea - 2018
Global developments play an important role in domestic inflation rates. Previous literature has found that a … substantial amount of the variation in a large set of national inflation rates can be explained by a single global factor. However …, inflation volatility has been typically neglected, while it is clearly relevant both from a policy point of view and for …
Persistent link: https://www.econbiz.de/10012919564
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Some cross-country evidence on information rigidity in inflation forecasts
Miah, Fazlul; Al-Titi, Omar; Wane, Abdoul - In: Cogent economics & finance 11 (2023) 1, pp. 1-22
The study investigates the existence and extent of information rigidity in inflation forecasts among 25 developed and …
Persistent link: https://www.econbiz.de/10014500886
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Dynamic prediction pools : an investigation of financial frictions and forecasting performance
Del Negro, Marco; Hasegawa, Raiden B.; Schorfheide, Frank - 2014
) models, with and without financial frictions, for output growth and inflation in the period 1992 to 2011. We find strong …
Persistent link: https://www.econbiz.de/10010414783
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Dynamic Prediction Pools : An Investigation of Financial Frictions and Forecasting Performance
Del Negro, Marco - 2014
) models, with and without financial frictions, for output growth and inflation in the period 1992 to 2011. We find strong …
Persistent link: https://www.econbiz.de/10013044329
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Dynamic Prediction Pools : An Investigation of Financial Frictions and Forecasting Performance
Del Negro, Marco - 2014
for output growth and inflation from 1992 to 2011. We find strong evidence of time variation in the pool's weights …
Persistent link: https://www.econbiz.de/10013046125
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Forecasting the world economy in the short-term
Jakaitiene, Audrone; Dées, Stéphane - 2009
Forecasting the world economy is a difficult task given the complex interrelationships within and across countries. This paper proposes a number of approaches to forecast short-term changes in selected world economic variables and aims, first, at ranking various forecasting methods in terms of...
Persistent link: https://www.econbiz.de/10003867019
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Forecasting the World Economy in the Short-Term
Jakaitiene, Audrone - 2009
Forecasting the world economy is a difficult task given the complex interrelationships within and across countries. This paper proposes a number of approaches to forecast short-term changes in selected world economic variables and aims, first, at ranking various forecasting methods in terms of...
Persistent link: https://www.econbiz.de/10013159358
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Forecasting U.S. Economic Growth in Downturns Using Cross-Country Data
Lyu, Yifei - 2020
To examine whether including economic data on other countries could improve the forecast of U.S. GDP growth, we construct a large data set of 77 countries representing over 90 percent of global GDP. Our benchmark model is a dynamic factor model using U.S. data only, which we extend to include...
Persistent link: https://www.econbiz.de/10012823435
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New forecasting methods for an old problem : predicting 147 years of systemic financial crises
Plessis, Emile du; Fritsche, Ulrich - 2022
important variable. GDP per capita and consumer inflation have increased in prominence whereas debt-to-GDP, stock market and …
Persistent link: https://www.econbiz.de/10013362692
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The role of comovement and time-varying dynamics in forecasting commodity prices
Allayioti, Anastasia; Venditti, Fabrizio - 2024
Commodity prices co-move, but the strength of this co-movement changes over time due to structural factors, like changing energy intensity in production and consumption as well as changing composition of underlying shocks. This paper explores whether econometric models that exploit this...
Persistent link: https://www.econbiz.de/10014486704