Forecasting with the Nonparametric Exclusion-from-Core Inflation Persistence Model Using Real-Time Data
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DOI: 10.1007/s11294-019-09726-7
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More about this item
Keywords
Inflation persistence; Real-time data; Monetary policy; Nonparametrics; Forecasting;All these keywords.
JEL classification:
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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