Inflation Forecasting in Turbulent Times
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- Martin Ertl & Ines Fortin & Jaroslava Hlouskova & Sebastian P. Koch & Robert M. Kunst & Leopold Sögner, 2025. "Inflation forecasting in turbulent times," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 52(1), pages 5-37, February.
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More about this item
Keywords
Bayesian VAR; mixed-frequency; forward-filtering-backward-sampling; inflation forecasting;All these keywords.
JEL classification:
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CIS-2024-10-07 (Confederation of Independent States)
- NEP-EEC-2024-10-07 (European Economics)
- NEP-ENE-2024-10-07 (Energy Economics)
- NEP-ETS-2024-10-07 (Econometric Time Series)
- NEP-FOR-2024-10-07 (Forecasting)
- NEP-MON-2024-10-07 (Monetary Economics)
Statistics
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