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Real-time inflation forecast densities from ensemble Phillips curves

Garratt, Anthony; Mitchell, James; Vahey, Shaun; Wakerly, Elizabeth


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

CollectionsANU Research Publications
Date published: 2011
Type: Journal article
Source: North American Journal of Economics and Finance
DOI: 10.1016/j.najef.2010.09.003


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