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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 beginning of 2018. They also have performed well in forecasting the direction of inflation. In terms of the …
Persistent link: https://www.econbiz.de/10011901421
; (iv) newer generation Phillips curve models with several timevarying features are a promising avenue for forecasting …
Persistent link: https://www.econbiz.de/10012299084
policy is not implemented in the same way and the NNAR models are better for inflation forecasting. …
Persistent link: https://www.econbiz.de/10012939069
Macroeconomic risk assessments play an important role in the forecasts of manyinstitutions. However, to the best of our knowledge their performance has notbeen investigated yet. In this work, we study the Bank of England’s risk forecastsfor inflation. We find that these forecasts do not...
Persistent link: https://www.econbiz.de/10005866177
Persistent link: https://www.econbiz.de/10012991163
what causes large factor models to perform better or more poorly at forecasting than other models. Our results suggest that …
Persistent link: https://www.econbiz.de/10012776085
forecasts, respectively. Whether forecasters rely on a balanced or an unbalanced panel and how the forecasting equation is …
Persistent link: https://www.econbiz.de/10014053755
agreed. In short, forecasting inflation is of foremost importance to households, businesses, and policymakers. In 2016, the …
Persistent link: https://www.econbiz.de/10011880436
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