Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation
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- Rumler, Fabio & Valderrama, Maria Teresa, 2010. "Comparing the New Keynesian Phillips Curve with time series models to forecast inflation," The North American Journal of Economics and Finance, Elsevier, vol. 21(2), pages 126-144, August.
- Fabio Rumler & Maria Teresa Valderrama, 2007. "Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation," EcoMod2007 23900080, EcoMod.
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"Modelos Lineares e Não Lineares da Curva de Phillips para Previsão da Taxa de Inflação no Brasil,"
Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 65(3), September.
- Elano Ferreira Arruda & Roberto Tatiwa Ferreira & Ivan Castelar, 2008. "Modelos lineares e não lineares da curva de Phillips para previsão da taxa de Inflação no Brasil," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting] 200807211607140, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
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More about this item
Keywords
New Keynesian Phillips Curve; Inflation Forecasting; Forecast Evaluation; Bayesian VAR;All these keywords.
JEL classification:
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- 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
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2008-11-25 (Central Banking)
- NEP-FOR-2008-11-25 (Forecasting)
- NEP-MAC-2008-11-25 (Macroeconomics)
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