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Financial aggregates as conditioning information for Australian output and inflation
Tallman, Ellis W.; Chandra, Naveen - 1997
Persistent link: https://www.econbiz.de/10000986001
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Financial Aggregates as Conditioning Information for Australian Output and Inflation
Tallman, Ellis W.; Chandra, Naveen - 2014
inflation, extending the inquiry conducted in Tallman and Chandra (1996). First, we investigate whether perfect knowledge of the … future values of financial aggregates helps improve significantly the forecasting accuracy of output and inflation in a … data. We find only one instance in which an aggregate helps explain the variation in either real output growth or inflation …
Persistent link: https://www.econbiz.de/10014048578
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Divisia monetary aggregates for Russia : money demand, GDP nowcasting, and the price puzzle
Shagi, Makram el-; Tochkov, Kiril - 2021
Persistent link: https://www.econbiz.de/10012595830
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Monetary aggregates to improve early output gap estimates in the euro area : an empirical assessment
Boysen-Hogrefe, Jens - In: Journal of forecasting 34 (2015) 7, pp. 533-542
Persistent link: https://www.econbiz.de/10011390448
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Monetary aggregates to improve early output gap estimates in the euro area -- an empirical assessment
Boysen-Hogrefe, Jens - 2014
Output gap estimates at the current edge are subject to severe revisions. This study analyzes whether monetary aggregates can be used to improve the reliability of early output gap estimates as proposed by several theoretical models. A real-time experiment shows that real M1 can improve output...
Persistent link: https://www.econbiz.de/10010248220
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US inflation and output since the 1970s : a P-star approach
Cronin, David - In: Empirical economics : a journal of the Institute for … 54 (2018) 2, pp. 567-591
Persistent link: https://www.econbiz.de/10011949286
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Forecasting inflation and output growth with credit-card-augmented Divisia monetary aggregates
Barnett, William A.; Park, Sohee - In: Journal of forecasting 42 (2023) 2, pp. 331-346
Persistent link: https://www.econbiz.de/10014292178
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Does tourism predict macroeconomic performance in Pacific Island countries?
Narayan, Paresh Kumar; Sharma, Susan Sunila; … - In: Economic modelling 33 (2013), pp. 780-786
Persistent link: https://www.econbiz.de/10010194390
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Divisia Monetary Aggregates for Russia : Money Demand, GDP Nowcasting, and the Price Puzzle
El-Shagi, Makram; Tochkov, Kiril - 2021
The lack of developed financial markets and well-functioning transmission channels assigns monetary aggregates in emerging economies the potential role of nominal anchor, intermediate target, or informational variable for monetary policy. The effectiveness of this approach relies crucially on...
Persistent link: https://www.econbiz.de/10013219425
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Divisia monetary aggregates and US GDP nowcasting
Tang, Biyan; Yemba, Boniface; Chang, Dongfeng - In: Applied economics 52 (2020) 32, pp. 3538-3554
Persistent link: https://www.econbiz.de/10012258954