Trend-cycle decomposition of output and euro area inflation forecasts : a real-time approach based on model combination
Year of publication: |
2015
|
---|---|
Authors: | Guérin, Pierre ; Maurin, Laurent ; Mohr, Matthias |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 19.2015, 2, p. 363-393
|
Subject: | Unobserved Components Model | Phillips Curve | Markov Switching | Inflation Forecast | Inflation | Phillips-Kurve | Phillips curve | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Schätzung | Estimation | EU-Staaten | EU countries | Eurozone | Euro area | Bruttoinlandsprodukt | Gross domestic product | Prognose | Forecast | Inflationserwartung | Inflation expectations | Zustandsraummodell | State space model |
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