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Více informací o knize Finance and Economics Discussion Series

• Parametry knihy
• Anotace
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Anotace knihy

Surveys do! We examine the forecasting power of four alternative methods of forecasting U.S. inflation out-of-sample: time series ARIMA models; regressions using real activity measures motivated from the Phillips curve; term structure models that include linear, non-linear, and arbitrage-free specifications; and survey-based measures. We also investigate several methods of combining forecasts. Our results show that surveys outperform the other forecasting methods and that the term structure specifications perform relatively poorly. We find little evidence that combining forecasts produces superior forecasts to survey information alone. When combining forecasts, the data consistently places the highest weights on survey information.

Parametry knihy

Zařazení knihy Knihy v angličtině Society & social sciences Politics & government

• Plný název: Finance and Economics Discussion Series
• Podnázev: Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better
• Autor: Andrew Ang
• Jazyk: Angličtina
• Vazba: Brožovaná
• Počet stran: 68
• EAN: 9781288711017
• ISBN: 9781288711017
• ID: 08274320
• Nakladatelství: Bibliogov
• Hmotnost: 141 g
• Rozměry: 246 × 189 × 4 mm
• Datum vydání: 06. February 2013

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