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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
International Institute of Forecasters. Published by Elsevier B.V.
2023
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| Materias: | |
| 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 |