Real time forecasts of inflation: the role of financial variables

INTRODUCTION;ROLE OF FINANCIAL VARIABLES;A TWO-STEP APPROACH TO MODEL INFLATION ; MODELLING LONG-MEDIUM TERM COMPONENT OF INFLATION ;A MIXED-FREQUENCY MODEL FOR REAL-TIME FORECASTS OF INFLATION; 4 TWO FORECASTING APPLICATIONS IN REAL-TIME; REAL-TIME FORECASTS OF MONTHLY INFLATION; MODEL FORECASTS VS MARKET EXPECTATIONS; CONCLUDING REMARKS; REFERENCES; APPENDIX

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Authors:	Monteforte, Libero ; Moretti, Gianluca
Institutions:	Dipartimento del Tesoro, Ministero dell'Economia e delle Finanze
Subject:	forecasting inflation \| real-time forecasts \| dynamic factor models \| MIDAS regression \| economic derivatives

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	2 pages long
Classification:	C13 - Estimation ; C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications ; E37 - Forecasting and Simulation ; G19 - General Financial Markets. Other
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009643101