Forecasting ination : a GARCH-in-mean-level model with time varying predictability
Alessandra Canepa, Menelaos Karanasos, Athanasios Paraskevopoulos and Emilio Zanetti Chini
| Alternative title: | Forecasting inflation |
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| Year of publication: |
[2022]
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| Authors: | Canepa, Alessandra ; Karanasos, Menelaos ; Paraskevopoulos, Athanasios ; Zanetti Chini, Emilio |
| Publisher: |
Torino (Italy) : Università degli studi di Torino, Department of Economics and Statistics “Cognetti de Martiis” |
| Subject: | GARCH-in Mean | In flation persistence | Optimal forecasts | Structural breaks | Prognoseverfahren | Forecasting model | Strukturbruch | Structural break | Prognose | Forecast | Theorie | Theory |