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What has publishing inflation forecasts accomplished? : central banks and their competitors

Siklos, Pierre L. - 2017

Persistent link: https://www.econbiz.de/10011798719

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

Monetary Policy and Inflation Forecasting with and Without the Output Gap

Razzak, Weshah A. - 2002

inflation, we examine models of inflation that do and do not use the output gap. The Phillips curve, which relates inflation to … real activity, is regarded as the maintained theory of inflation. Models of inflation without the output gap include the … offsets biases and reduces the forecast error variance. Such model diversification spreads the risks of errors (i …

Persistent link: https://www.econbiz.de/10014113863

Harnessing machine learning for real-time inflation nowcasting

Schnorrenberger, Richard; Schmidt, Aishameriane; Moura, … - 2024 - This version: February 2024

Persistent link: https://www.econbiz.de/10014487098

Term structure forecasts of inflation

Robertson, Donald - 1991

Persistent link: https://www.econbiz.de/10000130902

Has 'inflation targeting' increased the predictive power of term structure about future inflation : evidence from Turkish experience?

Kaya, Huseyin; Yazgan, Mustafa Ege - In: Applied financial economics 21 (2011) 19/21, pp. 1539-1547

Persistent link: https://www.econbiz.de/10009356717

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

; Markov-switching ; Auxiliary information ; Model averaging ; Inflation forecast ; Real-time analysis … 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

Inflation expectations : does the market beat econometric forecasts?

Shagi, Makram el- - In: The North American journal of economics and finance : a … 22 (2011) 3, pp. 298-319

Persistent link: https://www.econbiz.de/10009427379

Comments on "The financial content of inflation risks in the euro area" by Andrade, Fourel, Ghysels and Idier

Monteforte, Libero; Frale, Cecilia - In: International journal of forecasting 30 (2014) 3, pp. 660-661

Persistent link: https://www.econbiz.de/10010514768

The financial content of inflation risks in the euro area

Andrade, Philippe; Fourel, Valère; Ghysels, Eric; … - In: International journal of forecasting 30 (2014) 3, pp. 648-659

Persistent link: https://www.econbiz.de/10010514778