Predicting Inflation with Commodity Prices

This paper present a variety of approaches to estimating error-correction relationships between CPI inflation and selected commodity price indices, based on their ability to to forecast out-of-sample predictions of CPI inflation. Depending on specification, commodity prices have marginal value as predictors of inflation

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Year of publication:	[2022]
Authors:	Von zur Mühlen, Peter
Publisher:	[S.l.] : SSRN
Subject:	Inflation \| Rohstoffpreis \| Commodity price \| Prognoseverfahren \| Forecasting model \| Theorie \| Theory \| Rohstoffmarkt \| Commodity market

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Extent:	1 Online-Ressource (30 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Finance and Economic Discussion Series, Division of Research and Statistics, Federal Reserve Board, Washington DC, 118, March 1990 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 13, 1990 erstellt
Classification:	C22 - Time-Series Models ; C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications ; E27 - Forecasting and Simulation ; E47 - Forecasting and Simulation ; E52 - Monetary Policy (Targets, Instruments, and Effects)
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013403836