Do Inflation Expectations Granger Cause Inflation?
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- Stockhammar, Pär & Österholm, Pär, 2016. "Do Inflation Expectations Granger Cause Inflation?," Working Papers 2016:4, Örebro University, School of Business.
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- Mossfeldt, Marcus & Stockhammar, Pär, 2016. "Forecasting Goods and Services Inflation in Sweden," Working Papers 146, National Institute of Economic Research.
More about this item
KeywordsBayesian VAR; Granger causality; Out-of-sample forecasts;
- 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
- F43 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Economic Growth of Open Economies
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-10-09 (All new papers)
- NEP-CBA-2016-10-09 (Central Banking)
- NEP-MAC-2016-10-09 (Macroeconomics)
- NEP-MON-2016-10-09 (Monetary Economics)
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