Similar Search Results

Forecasting inflation from the term structure

Tzavalis, Elias; Wickens, Michael R. - 1995

Persistent link: https://www.econbiz.de/10000939712

Forecasting inflation from the term structure

Tzavalis, Elias - In: Journal of empirical finance 3 (1996) 1, pp. 103-122

Persistent link: https://www.econbiz.de/10001208677

Forecasting inflation from the term structure : a cointegration approach

Wickens, Mike; Tzavalis, Elias - 1992

Persistent link: https://www.econbiz.de/10000137105

Inflation and Exchange Rate Regimes in Mexico

Li, Carmen A.; Philippopulos, Apostolēs; Tzavalis, Elias - 2001

We present a version of the exchange-rate regime model of inflation. We then use quarterly data from Mexico during 1946Q1-1995Q1 to test and estimate a simultaneous equation model for wage inflation, price inflation and industrial production. In doing so, we respect the Lucas critique and take...

Persistent link: https://www.econbiz.de/10014217257

The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation

Argyropoulos, Efthymios; Tzavalis, Elias - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 785-796

Persistent link: https://www.econbiz.de/10012655704

Do the effects of interest eate changes depend on inflation?

Christopulos, Dēmētrēs K.; McAdam, Peter; Tzavalis, Elias - In: Economic review 108 (2023) 4, pp. 49-59

Persistent link: https://www.econbiz.de/10014468395

Modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset

Kapetanios, George (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001867176

Factor analysis using subspace factor models : some theoretical results and an application to UK inflation forecasting

Kapetanios, George (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001867252

A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset

Kapetanios, George - In: Economics letters 85 (2004) 1, pp. 63-69

Persistent link: https://www.econbiz.de/10002215537

Factor analysis using subspace factor models: Some theoretical results and an application to UK inflation forecasting

Kapetanios, George - 2002

Recent work in the macroeconometric literature considers the problem of summarising efficiently a large set of variables and using this summary for a variety of purposes including forecasting. Work in this field has been carried out in a series of recent papers. This paper provides an...

Persistent link: https://www.econbiz.de/10010284132