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Showing 1 to 2 of 2 for “"Inflation Forecasting"”.

  1. Fiscal and Monetary Policies and Stock Market

    … CIMR (2012) is that monetary authority follows inflation forecast targeting rule to destabilize asset markets in the New Keynesian model. They show that money authority responds to future productivity news shock in the wrong way by using inflation forecasting targeting rule. In the first part of …

    cuny-grad Repository record for Fiscal and Monetary Policies and Stock Market (opens in a new tab)

  2. Essays in Hierarchical Time Series Forecasting and Forecast Combination

    … of three original contributions to empirical forecasting research. Chapter 1 introduces the dissertation. Chapter 2 contributes to the literature on hierarchical time series (HTS) modelling by proposing a disaggregated forecasting system for both inflation rate and its volatility. Using …

    cambridge Repository record for Essays in Hierarchical Time Series Forecasting and Forecast Combination (opens in a new tab)