Time‐varying trend models for forecasting inflation in Australia-Reference-Cited by-同舟云学术

Time‐varying trend models for forecasting inflation in Australia

Published:2021-08-31 Issue:2 Volume:41 Page:316-330
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:Journal of Forecasting

Author:

Guo Na¹,Zhang Bo²³^ORCID,Cross Jamie L.⁴^ORCID

Affiliation:

1. Laboratory for Fintech and Risk Management in Tianjin, School of Finance Tianjin University of Finance and Economics Tianjin China

2. Business School Wenzhou University Wenzhou China

3. Centre for Applied Macroeconomic Analysis (CAMA) Australian National University Canberra Australia

4. Department of Economics BI Norwegian Business School Oslo Norway

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/for.2814

Reference24 articles.

1. Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors

2. Brayton F. Roberts J. M. &Williams J. C.(1999).What happened to the Phillips curve? Finance and Economics Discussion Series 1999‐49.

3. Carriero A. Clark T. E. &Marcellino M.(2020).Capturing macroeconomic tail risks with Bayesian vector autoregressions. Fedral Reserve Bank of Cleveland Working Paper 20‐02.

4. Moving average stochastic volatility models with application to inflation forecast

5. Efficient simulation and integrated likelihood estimation in state space models

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Time-varying forecast combination for factor-augmented regressions with smooth structural changes;Journal of Econometrics;2024-03

2. Environmental and economic assessment of the efficiency of heat exchanger network retrofit options based on the experience of society and energy price records;Energy;2022-12