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Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate
Hendry, David F.; Hubrich, Kirstin - 2010
theoretical predictions and simulations are corroborated when forecasting aggregate US inflation pre- and post 1984 using …
Persistent link: https://www.econbiz.de/10011605201
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Do disaggregated CPI data improve the accuracy of inflation forecasts?
Ibarro, Raul - In: Economic modelling 29 (2012) 4, pp. 1305-1313
Persistent link: https://www.econbiz.de/10009667371
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Inflation forecast : just use the disaggregate or combine it with the aggregate
Chaudhuri, Kausik; Bhaduri, Saumitra N. - In: Journal of quantitative economics 17 (2019) 2, pp. 331-343
Persistent link: https://www.econbiz.de/10012418672
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Forecasting US inflation in real time
Fulton, Chad; Hubrich, Kirstin - In: Econometrics : open access journal 9 (2021) 4, pp. 1-19
We analyze real-time forecasts of US inflation over 1999Q3-2019Q4 and subsamples, investigating whether and how … and robustifies against bad forecasts; aggregating forecasts of inflation's components can improve performance compared to …
Persistent link: https://www.econbiz.de/10012642439
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Forecasting US inflation in real time
Fulton, Chad; Hubrich, Kirstin - In: Econometrics 9 (2021) 4, pp. 1-19
We analyze real-time forecasts of US inflation over 1999Q3-2019Q4 and subsamples, investigating whether and how … and robustifies against bad forecasts; aggregating forecasts of inflation's components can improve performance compared to …
Persistent link: https://www.econbiz.de/10012696341
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Evaluating point and density forecasts of DSGE models
Wolters, Maik H. - In: Journal of applied econometrics 30 (2015) 1, pp. 74-96
Persistent link: https://www.econbiz.de/10011327648
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Evaluating point and density forecasts of DSGE models
Wolters, Maik H. - 2013
This paper investigates the accuracy of forecasts from four DSGE models for inflation, output growth and the federal … federal funds rate. Only for inflation the model forecasts are dominated by the Greenbook projections. A comparison with …
Persistent link: https://www.econbiz.de/10009792175
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Forecast combination for US recessions with real-time data
Pauwels, Laurent; Vasnev, Andrey - In: The North American journal of economics and finance : a … 28 (2014), pp. 138-148
Persistent link: https://www.econbiz.de/10010461164
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Evaluating point and density forecasts of DSGE models
Wolters, Maik H. - 2012
This paper investigates the accuracy of point and density forecasts of four DSGE models for inflation, output growth …
Persistent link: https://www.econbiz.de/10010392192
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Short-term inflation forecasting models for the National Bank of Rwanda
Maniraguha, Faustin; Manishimwe, Christian; Karangwa, … - In: BNR economic review (2021) 17, pp. 85-118
Persistent link: https://www.econbiz.de/10012605886