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Title:Leading Indicators for Euro Area Inflation and GDP Growth Author(s):BANERJEE, Anindya; MARCELLINO, Massimiliano
; MASTEN, IgorDate:2003Type:Working PaperSeries/Number:CEPR Discussion Paper; 2003/3893Abstract:In this Paper we evaluate the role of a set of variables as leading indicators for Euro-area inflation and GDP growth. Our evaluation is based on using the variables in the ECB euro area model database, plus a set of similar ...
; MASTEN, IgorDate:2003Type:Working PaperSeries/Number:CEPR Discussion Paper; 2003/3893Abstract:In this Paper we evaluate the role of a set of variables as leading indicators for Euro-area inflation and GDP growth. Our evaluation is based on using the variables in the ECB euro area model database, plus a set of similar ...
Title:Factor Forecasts for the UK Author(s):ARTIS, Michael J.; BANERJEE, Anindya; MARCELLINO, MassimilianoDate:2002Type:Working PaperSeries/Number:CEPR Discussion Paper; 3119Abstract:Time series models are often adopted for forecasting because of their simplicity and good performance. The number of parameters in these models increases quickly with the number of variables modelled, so that usually only ...
Date:2002Type:Working PaperSeries/Number:CEPR Discussion Paper; 3119Abstract:Time series models are often adopted for forecasting because of their simplicity and good performance. The number of parameters in these models increases quickly with the number of variables modelled, so that usually only ...
Title:The Transmission Mechanism in a Changing World Author(s):ARTIS, Michael J.; GALVAO, Ana Beatriz C.; MARCELLINO, MassimilianoDate:2003Type:Working PaperSeries/Number:CEPR Discussion Paper; 4014
Date:2003Type:Working PaperSeries/Number:CEPR Discussion Paper; 4014
Title:A Measure for Credibility: Tracking US Monetary Developments Author(s):DEMERTZIS, Maria; MARCELLINO, Massimiliano; VIEGI, NicolaDate:2008Type:Working PaperSeries/Number:CEPR Discussion Paper; 2008/7036Abstract:Our objective is to identify a way of checking empirically the extent to which expectations are de-coupled from inflation, how well they might be anchored in the long run, and at what level. This methodology allows us then ...
; VIEGI, NicolaDate:2008Type:Working PaperSeries/Number:CEPR Discussion Paper; 2008/7036Abstract:Our objective is to identify a way of checking empirically the extent to which expectations are de-coupled from inflation, how well they might be anchored in the long run, and at what level. This methodology allows us then ...