Forecasting Korean inflation
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- Ruiz Ortega, Esther & Poncela, Pilar & Corona, Francisco, 2017. "Estimating non-stationary common factors : Implications for risk sharing," DES - Working Papers. Statistics and Econometrics. WS 24585, Universidad Carlos III de Madrid. Departamento de Estadística.
More about this item
Keywordsinflation forecasting; Phillips curve; term spread; factor model; principal-component estimation; generalized principal-component estimation;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-05-02 (All new papers)
- NEP-FOR-2012-05-02 (Forecasting)
- NEP-MAC-2012-05-02 (Macroeconomics)
- NEP-MON-2012-05-02 (Monetary Economics)
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