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Trend-cycle decomposition of output and euro area inflation forecasts : a real-time approach based on model combination
Guérin, Pierre; Maurin, Laurent; Mohr, Matthias - 2011
-time estimates to check the stability of the estimates to GDP revisions. We finally run a forecasting experiment to evaluate the … predictive power of the output gap for inflation in the euro area. We find evidence of changes in trend growth around the … estimates in real time. Our measures help forecasting inflation over most of our evaluation sample (2001-2010) but fail …
Persistent link: https://www.econbiz.de/10009380402
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Trend-cycle decomposition of output and euro area inflation forecasts : a real-time approach based on model combination
Guérin, Pierre; Maurin, Laurent; Mohr, Matthias - In: Macroeconomic dynamics 19 (2015) 2, pp. 363-393
Persistent link: https://www.econbiz.de/10011308645
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Trend-Cycle Decomposition of Output and Euro Area Inflation Forecasts : A Real-Time Approach Based on Model Combination
Guerin, Pierre - 2011
-time estimates to check the stability of the estimates to GDP revisions. We finally run a forecasting experiment to evaluate the … predictive power of the output gap for inflation in the euro area. We find evidence of changes in trend growth around the … estimates in real time. Our measures help forecasting inflation over most of our evaluation sample (2001-2010) but fail …
Persistent link: https://www.econbiz.de/10013120226
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Diffusion Index-Based Inflation Forecasts for the Euro Area
Angelini, Elena; Henry, Jerome; Mestre, Ricardo - 2021
-country data set and a broad array of variables, in order to test the inflation forecasting performance of extracted factors at the … indicators of inflation, but the comparative advantage of the factors is less clear. Nevertheless, alternative indicators such as …
Persistent link: https://www.econbiz.de/10013320285
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Forecasting euro area inflation using single-equation and multivariate VAR-models
Gerdesmeier, Dieter; Roffia, Barbara; Reimers, Hans-Eggert - In: Folia oeconomica Stetinensia : FOS 17 (2017) 2, pp. 19-34
Persistent link: https://www.econbiz.de/10011930992
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Forecasting inflation uncertainty in the United States and Euro area
Ftiti, Zied; Jawadi, Fredj - In: Computational economics 54 (2019) 1, pp. 455-476
Persistent link: https://www.econbiz.de/10012134205
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Forecasting euro area inflation using a huge panel of survey expectations
Huber, Florian; Onorante, Luca; Pfarrhofer, Michael - In: International journal of forecasting 40 (2024) 3, pp. 1042-1054
Persistent link: https://www.econbiz.de/10014547252
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A multi-country trend indicator for euro area inflation : computation and properties
Angelini, Elena; Henry, Jérôme; Mestre, Ricardo - In: Empirical studies of structural changes and inflation, (pp. 81-108). 2001
Persistent link: https://www.econbiz.de/10001712667
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Diffusion index-based inflation forecasts for the euro area
Angelini, Elena; Henry, Jérôme; Mestre, Ricardo - In: Empirical studies of structural changes and inflation, (pp. 109-138). 2001
Persistent link: https://www.econbiz.de/10001712691
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Is Forecasting with Large Models Informative? Assessing the Role of Judgement in Macroeconomic Forecasts
Mestre, Ricardo; McAdam, Peter - 2021
We evaluate residual projection strategies in the context of a large-scale macro model of the euro area and smaller benchmark time-series models. The exercises attempt to measure the accuracy of model-based forecasts simulated both out-of-sample and in-sample. Both exercises incorporate...
Persistent link: https://www.econbiz.de/10013316469