Semi-Structural Forecasting of UK Inflation Based on the Hybrid New Keynesian Phillips Curve

Author:

Posch Johanna1,Rumler Fabio2

Affiliation:

1. European University Institute; Florence Italy

2. Oesterreichische Nationalbank; Vienna Austria

Publisher

Wiley

Subject

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

Reference38 articles.

1. Forecasting performance of structural time series models;Andrews;Journal of Business and Economic Statistics,1994

2. Ascari G Marrocu E 2003 Forecasting inflation: a comparison of linear Phillips curve models and nonlinear time series models Sardinia

3. Balakrishnan R López-Salido JD 2002 Understanding UK inflation: the role of openness

4. An open-economy New Keynesian Phillips curve for the U.K;Batini;Journal of Monetary Economics,2005

5. Measuring the effects of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach;Bernanke;Quarterly Journal of Economics,2005

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