Forecasting Euro area inflation using dynamic factor measures of underlying inflation

Journal of Forecasting

Volumn 24, Issue 7, 2005, Pages 491-503

  Camba Mendez, Gonzalo ^a   Kapetanios, George ^b,c  

^a EUROPEAN CENTRAL BANK   (Germany)

^b UNIVERSITY OF LONDON   (United Kingdom)

^c QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

Core inflation; Dynamic factor models; Forecasting

Indexed keywords

DATA ACQUISITION; MATHEMATICAL MODELS; PUBLIC POLICY;

CORE INFLATION; DYNAMIC FACTOR MODELS;

FORECASTING;

EID: 28444465577     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.964     Document Type: Review

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