Decomposing household, professional and market forecasts on inflation: a dynamic factor model analysis

Applied Economics

Volumn 47, Issue 20, 2015, Pages 2092-2101

  Palardy, Joseph ^a   Ovaska, Tomi ^a  

^a YOUNGSTOWN STATE UNIVERSITY   (United States)

Author keywords

dynamic factor model; inflation expectations; inflation policy; Michigan Survey; price stability; SPF; trend cycle decomposition

Indexed keywords

DECOMPOSITION ANALYSIS; ECONOMIC POLICY; INFLATION; NUMERICAL MODEL; PRICE DYNAMICS; STOCHASTICITY;

EID: 84922407299     PISSN: 00036846     EISSN: 14664283     Source Type: Journal    
DOI: 10.1080/00036846.2014.1002889     Document Type: Article

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