Real-Time Inflation Forecasting in a Changing World

DOI10.1080/07350015.2012.727718MaRDI QIDQ6666900zbMATH OpenFDO

Authors Jan J. J. Groen, Richard Paap, Francesco Ravazzolo

Publication date 20 January 2025

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2012.727718

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Cited in

(6)

• Robust tests for changing volatility
• Out-of-sample density prediction of the end-of-month price of crude oil and the U.S. economic policy uncertainty index
• Forecasting Inflation Using Economic Narratives
• Linking Frequentist and Bayesian Change-Point Methods
• Time domain estimation of non-fundamental ARMA models in the presence of heteroskedasticity of unknown form
• A nonparametric test for instantaneous causality with time-varying variances

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