Forecasting with the nonparametric exclusion-from-core inflation persistence model using real-time data
Year of publication: |
2019
|
---|---|
Authors: | Tierney, Heather L. R. |
Published in: |
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society. - Dordrecht [u.a.] : Springer, ISSN 1083-0898, ZDB-ID 1383843-X. - Vol. 25.2019, 1, p. 39-63
|
Subject: | Inflation persistence | Real-time data | Monetary policy | Nonparametrics | Forecasting | Geldpolitik | Prognoseverfahren | Forecasting model | Inflation | Nichtparametrisches Verfahren | Nonparametric statistics | Taylor-Regel | Taylor rule | Schätzung | Estimation | Theorie | Theory | Inflationsrate | Inflation rate |
-
Tracking real-time data revisions in inflation persistence
Tierney, Heather L. R., (2019)
-
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
Nguyen, Anh D. M., (2018)
-
Semi-parametric estimates of Taylor rules for a small, open economy : evidence from Switzerland
Nitschka, Thomas, (2016)
- More ...
-
Real Time Changes in Monetary Policy
Chauvet, Marcelle, (2007)
-
Tierney, Heather L. R., (2009)
-
Tierney, Heather L. R., (2009)
- More ...