Real‐Time Forecasts of Inflation: The Role of Financial Variables

DOI10.1002/FOR.1250zbMath1397.62560OpenAlexW2327766645MaRDI QIDQ4687308

Libero Monteforte, Gianluca Moretti

Publication date: 11 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: http://www.dt.tesoro.it/export/sites/sitodt/modules/documenti_it/analisi_progammazione/working_papers/WP_n._6_marzo_2011.pdf

zbMATH Keywords

dynamic factor modelsdaily variableseconomic derivativesMIDAS regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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