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Inflation forecasting in the Western Balkans and EU : a comparison of Holt-Winters, ARIMA and NNAR models

Karadzic, Vesna; Pejovic, Bojan - In: Amfiteatru economic : an economic and business research … 23 (2021) 57, pp. 517-532

policy is not implemented in the same way and the NNAR models are better for inflation forecasting. …

Persistent link: https://www.econbiz.de/10012939069

The possible unemployment cost of average inflation below a credible target : a replication study of Svensson (American Economic Journal: Macroeconomics, 2015)

Oraby, Ramy - In: Journal of comments and replications in economics 1 (2022), pp. 1-21

This paper replicates the main analysis of Svensson (2015) with some expansion to the original analysis, mainly for the United States. Overall, the replication exercise successfully confirms the conclusions of Svensson (2015). In both Sweden and the United States, empirical evidence sup- ports...

Persistent link: https://www.econbiz.de/10013179358

News media vs. FRED-MD for macroeconomic forecasting

Ellingsen, Jon; Larsen, Vegard Høghaug; Thorsrud, Leif … - 2020

-time out-of-sample forecasting comparison study with one of the most widely used data sets in the newer forecasting literature … for forecasting consumption developments. …

Persistent link: https://www.econbiz.de/10012417502

Oil price pass-through into inflation in Spain at national and regional level

Topan, Ligia; Castro, César; Jerez, Miguel; Barge Gil, … - In: SERIEs : Journal of the Spanish Economic Association 11 (2020) 4, pp. 561-583

Oil price showed sharp fluctuations in recent years which revived the interest in its effect on inflation. In this paper, we discuss the relationship between oil price and inflation in Spain, at national and regional levels, and making the distinction between energy and non-energy inflation. To...

Persistent link: https://www.econbiz.de/10012389041

Towards full-fledged inflation targeting monetary policy regime in Mauritius

Madhou, Ashwin; Sewak, Tayushma; Moosa, Imad A.; … - In: Journal of risk and financial management : JRFM 14 (2021) 3/126, pp. 1-18

as a means for Mauritius to achieve stable inflation, anchor inflationary expectations and establish credibility in … the current monetary policy framework and the challenges in transitioning towards FFIT. Given that forecasting is central … to FFIT, we develop a practical model-based forecasting and policy analysis system (FPAS) to support transition to FFIT …

Persistent link: https://www.econbiz.de/10012486242

International inflation synchronization and implications

Chon, Sora - In: KDI-journal of economic policy 42 (2020) 2, pp. 57-84

-of-sample forecasting that the three principal components of global inflation play a significant role in explaining and predicting Korean …

Persistent link: https://www.econbiz.de/10012294082

Forecasting Costa Rican inflation with machine learning methods

Rodríguez-Vargas, Adolfo - In: Latin American journal of central banking : LAJCB 1 (2020) 1/4, pp. 1-21

We present a first assessment of the predictive ability of machine learning methods for inflation forecasting in Costa …

Persistent link: https://www.econbiz.de/10012545612

Some cross-country evidence on information rigidity in inflation forecasts

Miah, Fazlul; Al-Titi, Omar; Wane, Abdoul - In: Cogent economics & finance 11 (2023) 1, pp. 1-22

The study investigates the existence and extent of information rigidity in inflation forecasts among 25 developed and 18 developing economies during 2002-2017 period utilizing a survey data set never explored before on this issue. In general, the study finds some evidence of information...

Persistent link: https://www.econbiz.de/10014500886

Climate risk and commodity currencies

Kapfhammer, Felix; Larsen, Vegard Høghaug; Thorsrud, … - 2020 - This version: December 16, 2020

The positive relationship between real exchange rates and natural resource income is well understood and studied. However, climate change and the transition to a lower-carbon economy now challenges this relationship. We document this by proposing a novel news media-based measure of climate...

Persistent link: https://www.econbiz.de/10012432424

Dynamics of survey responses before and during the pandemic : entropy and dissimilarity measures applied to business tendency survey data

Tomczyk, Emilia - In: Statistics in transition : an international journal of … 24 (2023) 2, pp. 185-199

economic activity. For the purposes of the analysis of the expectations expressed in business tendency surveys, the paper aims … measures are employed to study the characteristics of the expectations and assessments expressed in the business tendency …

Persistent link: https://www.econbiz.de/10015052134