Real-time inflation forecast densities from ensemble Phillips curves

Garratt, Anthony
Mitchell, James
Vahey, Shaun
Wakerly, Elizabeth

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Publication date

February 2016

DOI

10.1016/j.najef.2010.09.003

Publisher

Elsevier BV

Journal

The North American Journal of Economics and Finance

Abstract

We examine the effectiveness of recursive-weight and equal-weight combination strategies for forecasting using many time-varying models of the relationship between inflation and the output gap. The forecast densities for inflation reflect the uncertaint

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Real-time inflation forecast densities from ensemble Phillips curves

Abstract

Extracted data

Real-time inflation forecast densities from ensemble Phillips curves

Abstract

Extracted data

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