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How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach

Ziegler, Christina; Eickmeier, Sandra - 2006

relate to the forecasting environment (which cannot be influenced by the forecasters). Among the variables capturing the … forecasting design (which can, by contrast, be influenced by the forecasters), the size of the dataset from which factors are … unbalanced panel, whether restrictions implied by the factor structure are imposed in the forecasting equation or not and whether …

Persistent link: https://www.econbiz.de/10010295831

The impact of fiscal deficit on inflation in Namibia

Eita, Joel Hinaunye; Manuel, Victoria; Naimhwaka, Erwin; … - In: Journal of Central Banking Theory and Practice 10 (2021) 1, pp. 141-164

This paper examined the impact of fiscal deficit on inflation in Namibia. The paper employed Autoregressive Distributed Lag Model (ARDL) and Granger causality approach using quarterly data for the period 2002 - 2017. Empirical results showed evidence of a long run positive effect of fiscal...

Persistent link: https://www.econbiz.de/10014558455

The impact of fiscal deficit on inflation in Namibia

Eita, Joel Hinaunye; Manuel, Victoria; Naimhwaka, Erwin; … - In: Journal of central banking theory and practice 10 (2021) 1, pp. 141-164

Persistent link: https://www.econbiz.de/10012549066

On the Aggregation of Probability Assessments : Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates

Diebold, Francis X. - 2021

We propose methods for constructing regularized mixtures of density forecasts. We explore a variety of objectives and regularization penalties, and we use them in a substantive exploration of Eurozone inflation and real interest rate density forecasts. All individual inflation forecasters (even...

Persistent link: https://www.econbiz.de/10013228126

Are bond markets really overpriced : the case of the US

Clostermann, Jörg; Seitz, Franz - 2005

empirical part consists of a cointegration analysis with an error correction mechanism from the mid 80s until 2005. We are able …

Persistent link: https://www.econbiz.de/10012002995

Digitalization : implications for monetary policy

Chu, Vivian; Dahlhaus, Tatjana; Hajzler, Christopher; … - 2023

Persistent link: https://www.econbiz.de/10014332035

Explaining the US bond yield conundrum

Bandholz, Harm; Clostermann, Jörg; Seitz, Franz - 2007

model of interest rate determination. The empirical part consists of a cointegration analysis with an error correction … model in different forecasting exercises. …

Persistent link: https://www.econbiz.de/10010308389

Time series modeling and forecasting inflation : evidence from Nigeria

Kelikume, Ikechukwu; Salami, Adedoyin - In: The international journal of business and finance … 8 (2014) 2, pp. 41-51

Persistent link: https://www.econbiz.de/10010222062

Predicting inflation in Euroland : the Pstar approach

Scheide, Joachim; Trabandt, Mathias - 2000

Inflation is a monetary phenomenon. While this statement is widely accepted in terms of a long-run relationship, the quantity theory has been made operational also for the short-run dynamics of inflation by so-called Pstar models. An error correction model with quarterly data for the Euro Area...

Persistent link: https://www.econbiz.de/10011477146

Estimating and forecasting the impact of inflation on economic growth in Nigeria using threshold analysis

Okoroafor, David O. K.; Adeniji, Sesan O.; Olasehinde, … - In: CBN journal of applied statistics 9 (2018) 1, pp. 1-22

forecasting of inflation in Nigeria for the period of 1961 { 2016. The study employed Granger causality test, Au- toregressive … inflation threshold of 14% -15% both in the short run and long run was established for Nigeria. As for the forecasting of …

Persistent link: https://www.econbiz.de/10011922677