Do financial variables help forecasting inflation and real activity in the euro area?
نویسندگان
چکیده
منابع مشابه
Forecasting Euro Area Macroeconomic Variables with Bayesian Adaptive Elastic Net
I use the adaptive elastic net in a Bayesian framework and test its forecasting performance against lasso, adaptive lasso and elastic net (all used in a Bayesian framework) in a series of simulations, as well as in an empirical exercise for macroeconomic Euro area data. The results suggest that elastic net is the best model among the four Bayesian methods considered. Adaptive lasso, on the othe...
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متن کاملForecasting Euro Area Inflation Using Dynamic Factor Measures of Underlying Inflation
4 Non-technical summary 5
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ژورنال
عنوان ژورنال: Journal of Monetary Economics
سال: 2003
ISSN: 0304-3932
DOI: 10.1016/s0304-3932(03)00079-5