Do monetary indicators (still) predict euro area inflation? /
This paper assesses the performance of monetary indicators in predicting euro area HICP inflation out-of-sample over the period since the start of EMU considering a wide range of forecasting models, including standard bivariate forecasting models, factor models, simple combination forecasts as well...
Main Author: | Hofmann, Boris |
---|---|
Format: | Book |
Language: | English |
Published: |
Frankfurt am Main :
Deutsche Bundesbank,
2006
|
Series: | Discussion paper (Deutsche Bundesbank). Series 1: economic studies ;
no. 18/2006 |
Subjects: | |
Online Access: | http://econstor.eu/bitstream/10419/19646/1/200618dkp.pdf |
Similar Items
-
Recurrent high inflation and stabilization : a dynamic game /
by: Mondino, Guillermo -
Nominal rigidities and the dynamic effects of a shock to monetary policy /
by: Christiano, Lawrence J., 1952-
Published: (2001) -
Monetary disequilibrium and inflation : a monetary model of inflation in Pakistan, 1963-82
by: Hossain, Akhtar
Published: (1986) -
Online price indices : methodological improvements and applications to inflation forecasting and real exchange rate estimation /
by: Bertolotto, Manuel I.
Published: (2019) -
Fiscal lags and the high inflation TRAP /
by: Canavese, Alfredo Juan
Published: (1991)