Decomposing household, professional and market forecasts on inflation : a dynamic factor model analysis
Joseph Palardy and Tomi Ovaska
| Year of publication: |
2015
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|---|---|
| Authors: | Palardy, Joseph ; Ovaska, Tomi |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 19/21, p. 2092-2101
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| Subject: | dynamic factor model | inflation expectations | inflation policy | Michigan Survey | price stability | SPF | trend-cycle decomposition | Inflationserwartung | Inflation expectations | Prognoseverfahren | Forecasting model | Inflation | Dekompositionsverfahren | Decomposition method | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Dynamische Wirtschaftstheorie | Economic dynamics |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010513341