Phillips curve inflation forecasts
JH Stock, MW Watson - 2008 - nber.org
This paper surveys the literature since 1993 on pseudo out-of-sample evaluation of inflation
forecasts in the United States and conducts an extensive empirical analysis that …
forecasts in the United States and conducts an extensive empirical analysis that …
Gold prices and inflation
G Tkacz - 2007 - econstor.eu
Using data for 14 countries over the 1994 to 2005 period, we assess the leading indicator
properties of gold at horizons ranging from 6 to 24 months. We find that gold contains …
properties of gold at horizons ranging from 6 to 24 months. We find that gold contains …
The predictive power of yield spread: evidence from wavelet analysis
This paper examines whether the spread between long-and short-terminterest rates
contains information about future economic activity in India. Using the yields on securities …
contains information about future economic activity in India. Using the yields on securities …
Is gold a useful hedge against inflation across multiple time horizons?
We examine whether gold is an effective hedge against inflation over different time horizons.
Using a stationary test with a flexible Fourier function, we consider all possible structural …
Using a stationary test with a flexible Fourier function, we consider all possible structural …
[HTML][HTML] Evaluación asimétrica de una red neuronal artificial: aplicación al caso de la inflación en Colombia
MC Aristizábal - Lecturas de Economía, 2006 - scielo.org.co
El objetivo de este trabajo es explorar la relación no lineal entre el dinero y la inflación en
Colombia a través de una red neuronal artificial, utilizando información mensual de la …
Colombia a través de una red neuronal artificial, utilizando información mensual de la …
La inflación en Colombia: una aproximación desde las redes neuronales
M Misas, EA López-Enciso… - … Económica; Vol. 20 …, 2002 - repositorio.banrep.gov.co
Este documento presenta un modelo de estimación de la inflación en Colombia con base
en la utilización de un modelo de la red neuronal artificial (ANN). La prueba de no …
en la utilización de un modelo de la red neuronal artificial (ANN). La prueba de no …
Linear and threshold forecasts of output and inflation using stock and housing prices
G Tkacz, C Wilkins - Journal of Forecasting, 2008 - Wiley Online Library
This study examines whether simple measures of Canadian equity and housing price
misalignments contain leading information about output growth and inflation. Previous …
misalignments contain leading information about output growth and inflation. Previous …
Wavelet neural network model for yield spread forecasting
FA Shah, L Debnath - Mathematics, 2017 - mdpi.com
In this study, a hybrid method based on coupling discrete wavelet transforms (DWTs) and
artificial neural network (ANN) for yield spread forecasting is proposed. The discrete wavelet …
artificial neural network (ANN) for yield spread forecasting is proposed. The discrete wavelet …
A threshold in inflation dynamics: evidence from emerging countries
AJ Khadaroo 1 - Applied Economics, 2005 - Taylor & Francis
Using monthly data over the period January 1976–November 2002, the present paper
detects significant threshold non-linearities in the inflation rates of three emerging countries …
detects significant threshold non-linearities in the inflation rates of three emerging countries …
Inflation changes, yield spreads, and threshold effects
G Tkacz - International Review of Economics & Finance, 2004 - Elsevier
Using interest rate yield spreads to explain changes in inflation, this paper investigates
whether such relationships can be modeled using two-regime threshold models …
whether such relationships can be modeled using two-regime threshold models …