Using the hybrid Phillips curve with memory to forecast US inflation

DOI10.1515/SNDE-2016-0088OpenAlexW2284115160MaRDI QIDQ2691718

Christopher Shane, Shiou-Yen Chu

Publication date: 30 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2016-0088

zbMATH Keywords

out-of-sample forecastinginflation persistenceautoregressive fractionally integrated moving averagequasi in-sample forecasting

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cites Work

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• Long memory with stochastic variance model: a recursive analysis for US inflation
• Diffusion with memory in two cases of biological interest
• Long Memory Inflationary Dynamics: The Case of Brazil
• Inflation Persistence

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