Forecasting Inflation: the Relevance of Higher Moments
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More about this item
Keywordsrelative price distribution; higher moments; out-of-sample inflation forecasting;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2006-07-15 (Central Banking)
- NEP-ECM-2006-07-15 (Econometrics)
- NEP-ETS-2006-07-15 (Econometric Time Series)
- NEP-FOR-2006-07-15 (Forecasting)
- NEP-MAC-2006-07-15 (Macroeconomics)
- NEP-MON-2006-07-15 (Monetary Economics)
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