The informational content of the term spread in forecasting the US inflation rate : a nonlinear approach
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
|
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 |
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