Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy
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- Carlos Medel, 2017. "Forecasting Chilean inflation with the hybrid new keynesian Phillips curve: globalisation, combination, and accuracy," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 20(3), pages 004-050, December.
- Carlos Medel, 2016. "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," Working Papers Central Bank of Chile 791, Central Bank of Chile.
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Citations
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Cited by:
- Carlos Medel, 2018.
"An econometric analysis on survey-data-based anchoring of inflation expectations in Chile,"
Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 21(2), pages 128-152, August.
- Carlos Medel, 2018. "Econometric Analysis on Survey-data-based Anchoring of Inflation Expectations in Chile," Working Papers Central Bank of Chile 825, Central Bank of Chile.
- Carlos Medel, 2021. "Searching for the Best Inflation Forecasters within a Consumer Perceptions Survey: Microdata Evidence from Chile," Working Papers Central Bank of Chile 899, Central Bank of Chile.
- Carlos Medel, 2021. "Forecasting Brazilian Inflation with the Hybrid New Keynesian Phillips Curve: Assessing the Predictive Role of Trading Partners," Working Papers Central Bank of Chile 900, Central Bank of Chile.
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More about this item
Keywords
New Keynesian Phillips Curve; inflation forecasts; out-of-sample comparisons; survey data; Global VAR; structured time-series models; forecast combinations;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C26 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Instrumental Variables (IV) Estimation
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2017-04-23 (Central Banking)
- NEP-FOR-2017-04-23 (Forecasting)
- NEP-MAC-2017-04-23 (Macroeconomics)
- NEP-MON-2017-04-23 (Monetary Economics)
Statistics
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