Forecasting Japanese inflation with a news-based leading indicator of economic activities

DOI10.1515/SNDE-2019-0117OpenAlexW2968701625MaRDI QIDQ2700557

Hiroshi Ishijima, Mototsugu Shintani, Hiroki Yamamoto, Keiichi Goshima

Publication date: 27 April 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-2019-0117

zbMATH Keywords

Phillips curvetext classificationnowcastingout-of-sample forecasting

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Uses Software

• Adam

Cites Work

• Asymptotics for out of sample tests of Granger causality
• Spurious regressions in technical trading
• Forecasting Using Principal Components From a Large Number of Predictors
• Transparency and Deliberation Within the FOMC: A Computational Linguistics Approach*

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