Forecasting inflation using economic ind
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C. Bruneau; O. De Bandt; A. Flageollet; E. Michaux
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Article
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2007
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John Wiley and Sons
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English
⚖ 470 KB
👁 1 views
## Abstract In order to provide short‐run forecasts of headline and core HICP inflation for France, we assess the forecasting performance of a large set of economic indicators, individually and jointly, as well as using dynamic factor models. We run out‐of‐sample forecasts implementing the Stock an