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  1. Semi-structural models for inflation forecasting
    Author: Kichian, Maral; Rumler, Fabio; Corrigan, Paul
    Published: 2010
    Publisher:  Bank of Canada, Ottawa

    We propose alternative single-equation semi-structural models for forecasting inflation in Canada, whereby structural New Keynesian models are combined with time-series features in the data. Several marginal cost measures are used, including one that... more

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 219 (2010,34)
    Inter-library loan:
    No inter-library loan

     

    We propose alternative single-equation semi-structural models for forecasting inflation in Canada, whereby structural New Keynesian models are combined with time-series features in the data. Several marginal cost measures are used, including one that in addition to unit labour cost also integrates relative price shocks known to play an important role in open-economies. Structural estimation and testing is conducted using identification-robust methods that are valid whatever the identification status of the econometric model. We find that our semi-structural models perform better than various strictly structural and conventional time series models. In the latter case, forecasting performance is significantly better, both in the short run and in the medium run. -- Inflation and prices ; Econometric and statistical methods

     
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/53970
    Series: Working paper / Bank of Canada ; 2010-34
    Subjects: Inflationsrate; Prognose; Prognoseverfahren; Lohnstückkosten; Internationale Wirtschaft; Zeitreihenanalyse; Kanada
    Scope: Online-Ressource (PDF-Datei: III, 26 S., 206 KB), graph. Darst.
  2. Inflation dynamics in the new EU member states
    how relevant are external factors?
    Author: Mihailov, Alexander; Rumler, Fabio; Scharler, Johann
    Published: 2010
    Publisher:  Univ. of Reading, Dep. of Economics, Reading

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Discussion papers / University of Reading, Department of Economics ; 085
    Scope: Online-Ressource (21 S.), graph. Darst.