Search Results - subject:"Inflation forecasting" - EconBiz

Forecasting inflation with a zero lower bound or negative interest rates : evidence from point and density forecasts

Anderl, Christina; Caporale, Guglielmo Maria - In: The Manchester School 91 (2023) 3, pp. 171-232

Persistent link: https://www.econbiz.de/10014252210

Short-term inflation forecasting models with Bayesian VAR : evidence from Azerbaijan

Yusibov, Avaz - 2023

Persistent link: https://www.econbiz.de/10015125482

Using a wage-price-setting model to forecast US inflation

Nguyen Duc Do - In: Journal of forecasting 44 (2025) 2, pp. 803-832

Persistent link: https://www.econbiz.de/10015374087

Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts

Anderl, Christina; Caporale, Guglielmo Maria - 2022

This paper investigates the predictive power of the shadow rate for the inflation rate in countries with a zero lower bound (the US, the UK and Canada) and in those with negative rates (Japan, the Euro Area and Switzerland). Using shadow rates obtained from two different models (the Wu-Xia...

Persistent link: https://www.econbiz.de/10013266652

On the uncertainty of a combined forecast : the critical role of correlation

Magnus, Jan R.; Vasnev, Andrey L. - 2022

Persistent link: https://www.econbiz.de/10012940051

Deep learning models for inflation forecasting

Theoharidis, Alexandre Fernandes; Guillén, Diogo Abry; … - 2022

Persistent link: https://www.econbiz.de/10013337509

Forecasting US inflation using Bayesian nonparametric models

Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2022

Persistent link: https://www.econbiz.de/10013277506

Machine learning methods for inflation forecasting in Brazil: new contenders versus classical models

Araújo, Gustavo Silva; Gaglianone, Wagner Piazza - 2022

Persistent link: https://www.econbiz.de/10013461149

Forecasting inflation with a zero lower bound or negative interest rates : evidence from point and density forecasts

Anderl, Christina; Caporale, Guglielmo Maria - 2022

This paper investigates the predictive power of the shadow rate for the inflation rate in countries with a zero lower bound (the US, the UK and Canada) and in those with negative rates (Japan, the Euro Area and Switzerland). Using shadow rates obtained from two different models (the Wu-Xia...

Persistent link: https://www.econbiz.de/10013176885

Money/asset ratio as a predictor of inflation

Nguyen Duc Do - In: The quarterly review of economics and finance 97 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10015188445

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