Forecasting inflation using the term structure and MARS
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References listed on IDEAS
- Frederic S. Mishkin, 1989. "A Multi-Country Study of the Information in the Term Structure about Future Inflation," NBER Working Papers 3125, National Bureau of Economic Research, Inc.
- Mishkin, Frederic S., 1990.
"What does the term structure tell us about future inflation?,"
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- Frederic S. Mishkin, 1988. "What Does the Term Structure Tell Us About Future Inflation?," NBER Working Papers 2626, National Bureau of Economic Research, Inc.
- Mishkin, F.S., 1988. "What Does The Term Structure Tell Us About Future Inflation?," Papers fb-_88-29, Columbia - Graduate School of Business.
- Frederic S. Mishkin, 1990.
"The Information in the Longer Maturity Term Structure about Future Inflation,"
The Quarterly Journal of Economics,
Oxford University Press, vol. 105(3), pages 815-828.
- Frederic S. Mishkin, 1989. "The Information in the Longer Maturity Term Structure about Future Inflation," NBER Working Papers 3126, National Bureau of Economic Research, Inc.
- Peter Sephton, 2001. "Forecasting recessions: can we do better on MARS?," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 39-49.
- William Poole, 2001. "Monetary policy in uncertain times," Speech 63, Federal Reserve Bank of St. Louis.
- Granger, Clive W J & Hallman, Jeffrey J, 1991. "Long Memory Series with Attractors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 53(1), pages 11-26, February.
- Mishkin, Frederic S., 1991. "A multi-country study of the information in the shorter maturity term structure about future inflation," Journal of International Money and Finance, Elsevier, vol. 10(1), pages 2-22, March.
- Tkacz, Greg, 2000. "Non-Parametric and Neural Network Models of Inflation Changes," Staff Working Papers 00-7, Bank of Canada.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- David Jamieson Bolder & Tiago Rubin, 2007.
"Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis,"
Staff Working Papers
07-14, Bank of Canada.
- David Jamieson Bolder & Tiago Rubin, 2007. "Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis," Staff Working Papers 07-13, Bank of Canada.
- Jan-Erik Antipin & Farid Jimmy Boumediene & Pär Österholm, 2014.
"Forecasting Inflation Using Constant Gain Least Squares,"
Australian Economic Papers,
Wiley Blackwell, vol. 53(1-2), pages 2-15, June.
- Antipin, Jan-Erik & Boumediene, Farid Jimmy & Österholm, Pär, 2012. "Forecasting Inflation Using Constant Gain Least Squares," Working Papers 126, National Institute of Economic Research.
- Peter Sephton, 2008. "Critical values of the augmented fractional Dickey–Fuller test," Empirical Economics, Springer, vol. 35(3), pages 437-450, November.
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