Bandt, O. De; Michaux, E.; Bruneau, C.; Flageollet, A. - In: Journal of Forecasting 26 (2007) 1, pp. 1-22
In order to provide short-run forecasts of headline and core HICP inflation for France, we assess the forecasting performance of a large set of economic indicators, individually and jointly, as well as using dynamic factor models. We run out-of-sample forecasts implementing the Stock and Watson...