Trend-cycle decomposition of output and euro area inflation forecasts : a real-time approach based on model combination
Pierre Guérin; Laurent Maurin and Matthias Mohr
| 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 | Eurozone | Euro area | Markov-Kette | Markov chain | Bruttoinlandsprodukt | Gross domestic product | Prognose | Forecast | Konjunktur | Business cycle | Dekompositionsverfahren | Decomposition method | VAR-Modell | VAR model | EU-Staaten | EU countries | Schätzung | Estimation | Inflationserwartung | Inflation expectations |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011308645