Forecasting distributions of inflation rates: the functional auto-regressive approach-Reference-Cited by-同舟云学术

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Forecasting distributions of inflation rates: the functional auto-regressive approach

Published:2015-03-02 Issue:1 Volume:179 Page:65-102
ISSN:0964-1998
Container-title:Journal of the Royal Statistical Society: Series A (Statistics in Society)
language:en
Short-container-title:J. R. Stat. Soc. A

Author:

Chaudhuri Kausik¹,Kim Minjoo²,Shin Yongcheol³

Affiliation:

1. University of Leeds; UK

2. University of Glasgow; UK

3. University of York; UK

Funder

Economic and Social Research Council

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/rssa.12109/fullpdf

Reference62 articles.

1. Maximum ozone concentration forecasting by functional non-parametric approaches;Aneiros-Perez;Environmetrics,2004

2. Relative-price changes as aggregate supply shocks;Ball;Q. J. Econ.,1995

3. A subsampling approach to estimating the distribution of diverging statistics with applications to assessing financial market risks;Bertail;J. Econmetr.,2004

4. Autoregressive forecasting of some functional climatic variations;Besse;Scand. J. Statist.,2000

5. Some evidence on the importance of sticky prices;Bils;J. Polit. Econ.,2004

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