Forecasting UK inflation bottom up

Bottom-up sales forecasting for Pre-revenue Start-ups

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

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 alternative method for estimating factors derived from a factor state space model. This model has a clear dynam...

Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation

Practical aspects of likelihood-based inference and forecasting of series with long memory are considered, based on the arfima(p; d; q) model with deterministic regressors. Sampling characteristics of approximate and exact first-order asymptotic methods are compared. The analysis is extended using modified profile likelihood analysis, which is a higher-order asymptotic method suggested by Cox a...

Forecasting UK stock prices

The Vector Autoregressive (VAR) model, the Error Correction Model (ECM), and the Kalman Filter Model (KFM) are used to forecast UK stock prices. The forecasting performance of the three models is compared using out of sample forecasting. The results show that the forecasting performance of the ECM is better than that of the VAR and the KFM, and that the VAR performs a forecasting better than th...

Inflation Targeting: The UK Experience

The views expressed are those of the author and do not reflect those of either the Bank of England or the Monetary Policy Committee.