The information content of M3 for future inflation
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More about this item
Keywordseuro area; inflation; Leading indicators; M3; monetary aggregates; P-Star;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
- E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-MON-2001-01-21 (Monetary Economics)
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