The COVID-19 shock and challenges for inflation modelling()

We document the impact of COVID-19 on inflation modelling within a vector autoregression (VAR) model and provide guidance for forecasting euro area inflation during the pandemic. We show that estimated parameters are strongly affected, leading to different and sometimes implausible projections. As a...

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Detalles Bibliográficos
Autores principales: Bobeica, Elena, Hartwig, Benny
Formato: Online Artículo Texto
Lenguaje:English
Publicado: International Institute of Forecasters. Published by Elsevier B.V. 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8761569/
https://www.ncbi.nlm.nih.gov/pubmed/35068631
http://dx.doi.org/10.1016/j.ijforecast.2022.01.002

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8761569/
https://www.ncbi.nlm.nih.gov/pubmed/35068631
http://dx.doi.org/10.1016/j.ijforecast.2022.01.002

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