The informational content of the term spread in forecasting the US inflation rate : a nonlinear approach
Vasilios Plakandaras, Periklis Gogas, Theophilos Papadimitriou and Rangan Gupta
| Year of publication: |
March 2017
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|---|---|
| Authors: | Plakandaras, Vasilios ; Gkonkas, Periklēs ; Papadimitriou, Theophilos ; Gupta, Rangan |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 36.2017, 2, p. 109-121
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| Subject: | US inflation | forecasting | support vector regression | LASSO | Prognoseverfahren | Forecasting model | Inflation | Zinsstruktur | Yield curve | USA | United States | Inflationsrate | Inflation rate | Prognose | Forecast | Frühindikator | Leading indicator | Inflationserwartung | Inflation expectations | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2417 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011729092