Using the hybrid Phillips curve with memory to forecast US infllation
Year of publication: |
Sep 2017
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Authors: | Chu, Shiou-Yen ; Shane, Christopher |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 21.2017, 4, p. 1-16
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Subject: | autoregressive fractionally integrated moving average | inflation persistence | out-of-sample forecasting | quasi in-sample forecasting | Phillips-Kurve | Phillips curve | Prognoseverfahren | Forecasting model | Inflation | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis | Inflationserwartung | Inflation expectations | Prognose | Forecast | Theorie | Theory | USA | United States | Schätzung | Estimation |
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