Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination
Year of publication: |
2011-10
|
---|---|
Authors: | Guérin, Pierre ; Maurin, Laurent ; Mohr, Matthias |
Institutions: | European Central Bank |
Subject: | auxiliary information | inflation forecast | Kalman filter | Markov-switching | model averaging | Phillips curve | real-time analysis | trend-cycle decomposition | unobserved components model |
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