Real-time density nowcasts of US inflation: a model-combination approach
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- Edward S. Knotek & Saeed Zaman, 2020. "Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach," Working Papers 202031, Federal Reserve Bank of Cleveland.
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More about this item
Keywords
mixed-frequency models; inflation; density nowcasts; density combinations;JEL classification:
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- 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-MAC-2020-11-16 (Macroeconomics)
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