Inflation and relative-price variability in the open economy
نویسندگان
چکیده
منابع مشابه
Inflation Forecasting, Relative Price Variability and Skewness
This paper presents out-of-sample inflation forecasting results based on relative price variability and skewness. It is demonstrated that forecasts on long horizons of 1.5-2 years are significantly improved if the forecast equation is augmented with skewness. JEL: E17, E31, C43
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ژورنال
عنوان ژورنال: European Economic Review
سال: 1982
ISSN: 0014-2921
DOI: 10.1016/s0014-2921(82)80047-0