Banerjee, Anindya; Russell, Bill - In: Journal of Forecasting 25 (2006) 7, pp. 495-511
We develop a small model for forecasting inflation for the euro area using quarterly data over the period June 1973 to March 1999. The model is used to provide inflation forecasts from June 1999 to March 2002. We compare the forecasts from our model with those derived from six competing...