A Markup Model for Forecasting Inflation for the Euro Area

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dc.contributor.author RUSSELL, Bill
dc.contributor.author BANERJEE, Anindya
dc.date.accessioned 2011-04-19T12:49:23Z
dc.date.available 2011-04-19T12:49:23Z
dc.date.issued 2006
dc.identifier.citation Journal of Forecasting, 2006, 25, 7, 495-511
dc.identifier.issn 0277-6693
dc.identifier.uri http://hdl.handle.net/1814/16607
dc.description.abstract We develop a small model for forecasting inflation for the euro area using quarterly data over the period June 1973 to March 1999. The model is used to provide inflation forecasts from June 1999 to March 2002. We compare the forecasts from our model with those derived from six competing forecasting models, including autoregressions, vector autoregressions and Phillips-curve based models. A considerable gain in forecasting performance is demonstrated using a relative root mean squared error criterion and the Diebold-Mariano test to make forecast comparisons. Copyright (c) 2006 John Wiley & Sons, Ltd.
dc.language.iso en
dc.publisher John Wiley & Sons Ltd
dc.subject inflation
dc.subject prices
dc.subject markup
dc.subject business cycle
dc.subject cointegration
dc.subject forecasting
dc.title A Markup Model for Forecasting Inflation for the Euro Area
dc.type Article
dc.identifier.doi 10.1002/for.1000
dc.neeo.contributor RUSSELL|Bill|aut|
dc.neeo.contributor BANERJEE|Anindya|aut|
dc.identifier.volume 25
dc.identifier.startpage 495
dc.identifier.endpage 511
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dc.identifier.issue 7


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