A structural common factor approach to core inflation estimation and forecasting
Year of publication: |
2004
|
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Authors: | Morana, Claudio |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | common factors | core inflation | euro area | fractional cointegration | long memory | Markov switching |
Series: | ECB Working Paper ; 305 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/152739 [Handle] RePEc:ecb:ecbwps:20040305 [RePEc] |
Classification: | C22 - Time-Series Models ; E31 - Price Level; Inflation; Deflation ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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Morana, Claudio, (2002)
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A structural common factor approach to core inflation estimation and forecasting
Morana, Claudio, (2004)
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Morana, Claudio, (2007)
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Measuring core inflation in the euro area
Morana, Claudio, (2000)
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Monetary policy and the stock market in the euro area
Cassola, Nuno, (2002)
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Volatility of interest rates in the euro area: evidence from high frequency data
Cassola, Nuno, (2003)
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