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dc.contributor.authorRUSSELL, Bill
dc.contributor.authorBANERJEE, Anindya
dc.date.accessioned2011-04-19T12:49:23Z
dc.date.available2011-04-19T12:49:23Z
dc.date.issued2006
dc.identifier.citationJournal of Forecasting, 2006, 25, 7, 495-511
dc.identifier.issn0277-6693
dc.identifier.urihttp://hdl.handle.net/1814/16607
dc.description.abstractWe 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.isoen
dc.publisherJohn Wiley & Sons Ltd
dc.subjectinflation
dc.subjectprices
dc.subjectmarkup
dc.subjectbusiness cycle
dc.subjectcointegration
dc.subjectforecasting
dc.titleA Markup Model for Forecasting Inflation for the Euro Area
dc.typeArticle
dc.identifier.doi10.1002/for.1000
dc.neeo.contributorRUSSELL|Bill|aut|
dc.neeo.contributorBANERJEE|Anindya|aut|
dc.identifier.volume25
dc.identifier.startpage495
dc.identifier.endpage511
eui.subscribe.skiptrue
dc.identifier.issue7


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