G-7 INFLATION FORECASTS: RANDOM WALK, PHILLIPS CURVE OR WHAT ELSE?

DOI10.1017/S136510050705033XzbMath1170.91507MaRDI QIDQ3182102

Fabio Canova

Publication date: 4 October 2009

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

zbMATH Keywords

InflationG-7 CountriesMarkov Chain Monte Carlo MethodsPanel VAR Models

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Related Items (3)

Forecasting with a noncausal VAR model ⋮ Mind the gap! -- A monetarist view of the open-economy Phillips curve ⋮ Time-varying sparsity in dynamic regression models

Cites Work

• Estimating Vector Autoregressions with Panel Data
• Forecasting time series with common seasonal patterns (with discussion)
• Forecasting and turning point predictions in a Bayesian panel VAR model
• Inflation Persistence
• Determining the Number of Factors in Approximate Factor Models

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