A conditionally heteroskedastic global inflation model
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- Leonardo Morales‐Arias & Guilherme V. Moura, 2013. "A conditionally heteroskedastic global inflation model," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 40(4), pages 572-596, August.
References listed on IDEAS
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Cited by:
- Pablo Pincheira Brown & Nicolás Hardy, 2024.
"Correlation‐based tests of predictability,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 1835-1858, September.
- Pincheira, Pablo & Hardy, Nicolas, 2022. "Correlation Based Tests of Predictability," MPRA Paper 112014, University Library of Munich, Germany.
- Pablo Pincheira Brown, 2022.
"A Power Booster Factor for Out-of-Sample Tests of Predictability,"
Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 45(89), pages 150-183.
- Pincheira, Pablo, 2017. "A Power Booster Factor for Out-of-Sample Tests of Predictability," MPRA Paper 77027, University Library of Munich, Germany.
- Gijsbert Suren & Guilherme Moura, 2012. "Heteroskedastic Dynamic Factor Models: A Monte Carlo Study," Economics Bulletin, AccessEcon, vol. 32(4), pages 2884-2898.
- Carlos A. Medel & Michael Pedersen & Pablo M. Pincheira, 2016.
"The Elusive Predictive Ability of Global Inflation,"
International Finance, Wiley Blackwell, vol. 19(2), pages 120-146, June.
- Carlos Medel & Michael Pedersen & Pablo Pincheira, 2014. "The Elusive Predictive Ability of Global Inflation," Working Papers Central Bank of Chile 725, Central Bank of Chile.
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More about this item
Keywords
global inflation; conditional heteroskedasticity; inflation forecasting;All these keywords.
JEL classification:
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
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