How local is the local inflation factor? Evidence from emerging European countries
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DOI: 10.1016/j.ijforecast.2023.01.008
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- Cepni, Oguzhan & Clements, Michael P., 2021. "How Local is the Local Inflation Factor? Evidence from Emerging European Countries," Working Papers 8-2021, Copenhagen Business School, Department of Economics.
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More about this item
Keywords
Global inflation; Common factors; Forecasting; Inflation spillovers; Machine learning; Variable selection;All these keywords.
JEL classification:
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- F42 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Policy Coordination and Transmission
- F62 - International Economics - - Economic Impacts of Globalization - - - Macroeconomic Impacts
Statistics
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