New Evidence on the Ability of Asset Prices and Real Economic Activity Forecast Errors to Predict Inflation Forecast Errors

DOI10.1002/FOR.2453zbMath1397.62501OpenAlexW2550266069MaRDI QIDQ4687621

Nicholas Apergis

Publication date: 12 October 2018

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

Full work available at URL: https://doi.org/10.1002/for.2453

zbMATH Keywords

USAmacroeconomic forecast errorstwo-regime model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)

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