Forecasting inflation using the term structure and MARS
AbstractThis study revisits the issue of forecasting changes in inflation using non-linear non-parametric methods. The results indicate the presence of threshold effects in the relationship between the information in the term structure and changes in the rate of inflation.
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Bibliographic InfoArticle provided by Taylor and Francis Journals in its journal Applied Economics Letters.
Volume (Year): 12 (2005)
Issue (Month): 4 ()
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Web page: http://www.tandf.co.uk/journals/routledge/13504851.html
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