Real-Time Forecasts of Inflation: The Role of Financial Variables
β Scribed by Libero Monteforte; Gianluca Moretti
- Book ID
- 112095402
- Publisher
- John Wiley and Sons
- Year
- 2012
- Tongue
- English
- Weight
- 435 KB
- Volume
- 32
- Category
- Article
- ISSN
- 0277-6693
- DOI
- 10.1002/for.1250
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
This paper carries out the task of evaluating inflation forecasts from the Livingston Survey and the Survey of Professional Forecasters, using the Real-Time Data Set for Macroeconomists as a source of real-time data. We examine the magnitude and patterns of revisions to the inflation rate based on t
## Abstract Based on a vector error correction model we produce conditional euro area inflation forecasts. We use realβtime data on M3 and HICP, and include real GPD, the 3βmonth EURIBOR and the 10βyear government bond yield as control variables. Real money growth and the term spread enter the syst