The Role of Seasonality and Monetary Policy in Inflation Forecasting
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More about this item
KeywordsInflation; Forecasting models; Monetary policy; Inflation forecasting; seasonal unit roots; monetary policy stance; error-correction models; VAR; money growth; money supply; inflation forecasts; Forecasting and Other Model Applications; Prices; Business Fluctuations; and Cycles: Forecasting and Simulation; Erroro-correction Models And Var;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-11-25 (All new papers)
- NEP-CBA-2006-11-25 (Central Banking)
- NEP-ECM-2006-11-25 (Econometrics)
- NEP-ETS-2006-11-25 (Econometric Time Series)
- NEP-FOR-2006-11-25 (Forecasting)
- NEP-MAC-2006-11-25 (Macroeconomics)
- NEP-MON-2006-11-25 (Monetary Economics)
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