Forecasting inflation using commodity price aggregates
From MaRDI portal
Publication:472756
DOI10.1016/j.jeconom.2014.06.013zbMath1312.91069MaRDI QIDQ472756
Eric Zivot, Yu-chin Chen, Stephen J. Turnovsky
Publication date: 20 November 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.06.013
91B84: Economic time series analysis
91B64: Macroeconomic theory (monetary models, models of taxation)
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Penalized time-varying model averaging, Temporal clustering of time series via threshold autoregressive models: application to commodity prices, Application of wavelet decomposition in time-series forecasting, Neural network models for inflation forecasting: a revisit
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