Real-time inflation forecast densities from ensemble Phillips curves
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Altmetric Citations
Garratt, Anthony; Mitchell, James; Vahey, Shaun; Wakerly, Elizabeth
Description
We examine the effectiveness of recursive-weight and equal-weight combination strategies for forecasting using many time-varying models of the relationship between inflation and the output gap. The forecast densities for inflation reflect the uncertainty
| Collections | ANU Research Publications |
|---|---|
| Date published: | 2011 |
| Type: | Journal article |
| URI: | http://hdl.handle.net/1885/63284 |
| Source: | North American Journal of Economics and Finance |
| DOI: | 10.1016/j.najef.2010.09.003 |
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| File | Description | Size | Format | Image |
|---|---|---|---|---|
| 01_Garratt_Real-time_inflation_forecast_2011.pdf | 123.73 kB | Adobe PDF | Request a copy |
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