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
dc.contributor.author | Garratt, Anthony | |
---|---|---|
dc.contributor.author | Mitchell, James | |
dc.contributor.author | Vahey, Shaun | |
dc.contributor.author | Wakerly, Elizabeth | |
dc.date.accessioned | 2015-12-10T23:08:52Z | |
dc.identifier.issn | 1062-9408 | |
dc.identifier.uri | http://hdl.handle.net/1885/63284 | |
dc.description.abstract | 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 | |
dc.publisher | Elsevier | |
dc.source | North American Journal of Economics and Finance | |
dc.subject | Keywords: Density combination; Ensemble forecasting; Phillips curve | |
dc.title | Real-time inflation forecast densities from ensemble Phillips curves | |
dc.type | Journal article | |
local.description.notes | Imported from ARIES | |
local.identifier.citationvolume | 22 | |
dc.date.issued | 2011 | |
local.identifier.absfor | 140212 - Macroeconomics (incl. Monetary and Fiscal Theory) | |
local.identifier.ariespublication | f2965xPUB789 | |
local.type.status | Published Version | |
local.contributor.affiliation | Garratt, Anthony, University of London | |
local.contributor.affiliation | Mitchell, James, National Institute of Economic and Social Resarch | |
local.contributor.affiliation | Vahey, Shaun, College of Business and Economics, ANU | |
local.contributor.affiliation | Wakerly, Elizabeth, College of Asia and the Pacific, ANU | |
local.description.embargo | 2037-12-31 | |
local.bibliographicCitation.startpage | 77 | |
local.bibliographicCitation.lastpage | 87 | |
local.identifier.doi | 10.1016/j.najef.2010.09.003 | |
local.identifier.absseo | 910103 - Economic Growth | |
dc.date.updated | 2016-02-24T08:32:43Z | |
local.identifier.scopusID | 2-s2.0-79952699055 | |
Collections | ANU Research Publications |
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