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Inflation forecasting with rolling windows : an appraisal

Hall, Stephen G.; Tavlas, George S.; Wang, Yongli; … - In: Journal of forecasting 43 (2024) 4, pp. 827-851

Persistent link: https://www.econbiz.de/10014554042

An evaluation of the inflation forecasting performance of the European Central Bank, the Federal Reserve, and the Bank of England

Argiri, Eleni; Hall, Stephen G.; Momtsia, Angeliki; … - In: Journal of forecasting 43 (2024) 4, pp. 932-947

Persistent link: https://www.econbiz.de/10014554051

Drivers and spillover effects of inflation : the United States, the euro area, and the United Kingdom

Hall, Stephen G.; Tavlas, George S.; Wang, Yongli - In: Journal of international money and finance 131 (2023), pp. 1-31

Persistent link: https://www.econbiz.de/10014248802

Quantifying spillovers among regions

Gefang, Deborah; Hall, Stephen G.; Tavlas, George S.; … - In: Journal of international money and finance 140 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014451427

Drivers and spillover effects of inflation: the United States, the Euro Area, and the United Kingdom

Hall, Stephen G.; Tavlas, George S.; Wang, Yongli - 2022

Persistent link: https://www.econbiz.de/10013483249

Forecasting inflation : the use of dynamic factor analysis and nonlinear combinations

Hall, Stephen G.; Tavlas, George S.; Wang, Yongli - In: Journal of forecasting 42 (2023) 3, pp. 514-529

Persistent link: https://www.econbiz.de/10014292208

Drivers and spillover effects of inflation : the United States, the euro area, and the United Kingdom

Hall, Stephen G.; Tavlas, G. S.; Wang, Yongli - 2023

We investigate the drivers of the recent inflation in three currency areas: the United States, the euro area, and the United Kingdom. To do so, we use a VAR set-up to examine the nature of the shocks that underpinned the recent inflation. We apply two methods to calculate shocks -- the standard...

Persistent link: https://www.econbiz.de/10014259985