Forecasting inflation using commodity price aggregates

DOI10.1016/j.jeconom.2014.06.013zbMath1312.91069OpenAlexW3125094859MaRDI QIDQ472756

Eric Zivot, Yu-chin Chen, Stephen J. Turnovsky

Publication date: 20 November 2014

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.06.013

zbMATH Keywords

commodity pricesinflation targetingCPI and PPI inflation forecasts

Mathematics Subject Classification ID

Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (4)

Penalized time-varying model averaging ⋮ Temporal clustering of time series via threshold autoregressive models: application to commodity prices ⋮ Application of wavelet decomposition in time-series forecasting ⋮ Neural network models for inflation forecasting: a revisit

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