Real-Time Inflation Forecasting in a Changing World
نویسندگان
چکیده
منابع مشابه
Real-Time Inflation Forecasting in a Changing World
Abstract This paper revisits real-time forecasting of U.S. inflation based on Phillips curve-inspired linear regression models. Our innovation is to allow for both structural breaks in the regression parameters and the variance as well as uncertainty regarding which set of predictor variables one can include in these regressions (‘model uncertainty’). Structural breaks are described by occasion...
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ژورنال
عنوان ژورنال: Journal of Business & Economic Statistics
سال: 2013
ISSN: 0735-0015,1537-2707
DOI: 10.1080/07350015.2012.727718