Do market prices improve the accuracy of inflation forecasting in Poland? : a disaggregated approach
Year of publication: |
2016
|
---|---|
Authors: | Lenart, Łukasz ; Leszczyńska-Paczesna, Agnieszka |
Published in: |
Bank i kredyt. - Warszawa, ISSN 0137-5520, ZDB-ID 2374691-9. - Vol. 47.2016, 5, p. 364-394
|
Subject: | inflation forecasting | multivariate exponential smoothing models | switching model | nowcasting | current market prices | Inflation | Prognoseverfahren | Forecasting model | Polen | Poland | Prognose | Forecast | Zeitreihenanalyse | Time series analysis |
-
Mihalache, Rareș-Petru, (2023)
-
From waves to rates : enhancing inflation forecasts through combinations of frequency-domain models
Verona, Fabio, (2025)
-
Comparing the New Keynesian Phillips Curve with time series models to forecast inflation
Rumler, Fabio, (2010)
- More ...
-
Inflacja bazowa w polityce pieniężnej: analiza w świetle modelu DSGE
Leszczyńska-Paczesna, Agnieszka, (2020)
-
Sectoral price stickiness and inflation persistence in Poland : a two-sector DSGE approach
Leszczyńska-Paczesna, Agnieszka, (2020)
-
Lenart, Łukasz, (2018)
- More ...