Finance and Economics Discussion Series: Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better by Andrew Ang

Finance and Economics Discussion Series: Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better

Andrew Ang

68 pages missing pub info (editions)

nonfiction politics
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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 ...

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