Using the hybrid Phillips curve with memory to forecast US inflation
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Publication:2691718
DOI10.1515/SNDE-2016-0088OpenAlexW2284115160MaRDI QIDQ2691718
Christopher Shane, Shiou-Yen Chu
Publication date: 30 March 2023
Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/snde-2016-0088
out-of-sample forecastinginflation persistenceautoregressive fractionally integrated moving averagequasi in-sample forecasting
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