Forecasting inflation rates with multi-level international dependence

DOI10.1016/J.ECONLET.2022.110456MaRDI QIDQ2158340zbMATH OpenOpenAlexFDO

Authors Yunus Emre Ergemen

Publication date 26 July 2022

Published in Economics Letters (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1016/j.econlet.2022.110456

zbMATH Keywords

factor modelsforecastinginflationmulti-level structureOECD countries

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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Cites work

• Inflation as a global phenomenon -- some implications for inflation modeling and forecasting
• Market Size, Trade, and Productivity
• The Model Confidence Set

Cited in

(10)

• What is the globalisation of inflation?
• Inflation as a global phenomenon -- some implications for inflation modeling and forecasting
• Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods
• Reconsidering the international comovement of inflation
• Predictability of Output Growth and Inflation: A Multi-Horizon Survey Approach
• International linkage of inflation rates in a dynamic general equilibrium
• scientific article; zbMATH DE number 2141409 (Why is no real title available?)
• Real‐Time Forecasts of Inflation: The Role of Financial Variables
• Forecasting inflation across Euro area countries and sectors: a panel VAR approach
• Forecasting Inflation with the Influence of Globalization using Artificial Neural Network-based Thin and Thick Models

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