Matches in SemOpenAlex for { <https://semopenalex.org/work/W3124587462> ?p ?o ?g. }
Showing items 1 to 73 of
73
with 100 items per page.
- W3124587462 abstract "The New Keynesian Phillips Curve, as a structural model of inflation dynamics, has mostly been used to explain past inflation developments, but has hardly been used for forecasting purposes. We propose a method of forecasting inflation based on the present-value formulation of the hybrid New Keynesian Phillips Curve. To evaluate the forecasting performance of this model we compare it with forecasts generated from time series models at different forecast horizons. As state-of-the-art time series models used in inflation forecasting we employ a Bayesian VAR, a traditional VAR and a simple autoregressive model. We find that the New Keynesian Phillips Curve delivers relatively more accurate forecasts compared to the other models for longer forecast horizons (more than 3 months) while they are outperformed by the time series models only for the very short forecast horizon. This is consistent with the finding in the literature that structural models are able to outperform time series models only for longer horizons." @default.
- W3124587462 created "2021-02-01" @default.
- W3124587462 creator A5037432443 @default.
- W3124587462 creator A5067834658 @default.
- W3124587462 date "2008-09-30" @default.
- W3124587462 modified "2023-09-27" @default.
- W3124587462 title "Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation" @default.
- W3124587462 hasPublicationYear "2008" @default.
- W3124587462 type Work @default.
- W3124587462 sameAs 3124587462 @default.
- W3124587462 citedByCount "0" @default.
- W3124587462 crossrefType "posted-content" @default.
- W3124587462 hasAuthorship W3124587462A5037432443 @default.
- W3124587462 hasAuthorship W3124587462A5067834658 @default.
- W3124587462 hasConcept C105795698 @default.
- W3124587462 hasConcept C10688316 @default.
- W3124587462 hasConcept C107673813 @default.
- W3124587462 hasConcept C121332964 @default.
- W3124587462 hasConcept C126285488 @default.
- W3124587462 hasConcept C143724316 @default.
- W3124587462 hasConcept C149782125 @default.
- W3124587462 hasConcept C151730666 @default.
- W3124587462 hasConcept C159877910 @default.
- W3124587462 hasConcept C162324750 @default.
- W3124587462 hasConcept C165556158 @default.
- W3124587462 hasConcept C200941418 @default.
- W3124587462 hasConcept C2778774626 @default.
- W3124587462 hasConcept C33332235 @default.
- W3124587462 hasConcept C33923547 @default.
- W3124587462 hasConcept C86803240 @default.
- W3124587462 hasConceptScore W3124587462C105795698 @default.
- W3124587462 hasConceptScore W3124587462C10688316 @default.
- W3124587462 hasConceptScore W3124587462C107673813 @default.
- W3124587462 hasConceptScore W3124587462C121332964 @default.
- W3124587462 hasConceptScore W3124587462C126285488 @default.
- W3124587462 hasConceptScore W3124587462C143724316 @default.
- W3124587462 hasConceptScore W3124587462C149782125 @default.
- W3124587462 hasConceptScore W3124587462C151730666 @default.
- W3124587462 hasConceptScore W3124587462C159877910 @default.
- W3124587462 hasConceptScore W3124587462C162324750 @default.
- W3124587462 hasConceptScore W3124587462C165556158 @default.
- W3124587462 hasConceptScore W3124587462C200941418 @default.
- W3124587462 hasConceptScore W3124587462C2778774626 @default.
- W3124587462 hasConceptScore W3124587462C33332235 @default.
- W3124587462 hasConceptScore W3124587462C33923547 @default.
- W3124587462 hasConceptScore W3124587462C86803240 @default.
- W3124587462 hasLocation W31245874621 @default.
- W3124587462 hasOpenAccess W3124587462 @default.
- W3124587462 hasPrimaryLocation W31245874621 @default.
- W3124587462 hasRelatedWork W1545664996 @default.
- W3124587462 hasRelatedWork W1842849943 @default.
- W3124587462 hasRelatedWork W1950503418 @default.
- W3124587462 hasRelatedWork W1987257106 @default.
- W3124587462 hasRelatedWork W2111338961 @default.
- W3124587462 hasRelatedWork W220671386 @default.
- W3124587462 hasRelatedWork W2232047163 @default.
- W3124587462 hasRelatedWork W2256917963 @default.
- W3124587462 hasRelatedWork W2567274369 @default.
- W3124587462 hasRelatedWork W2604233406 @default.
- W3124587462 hasRelatedWork W2737683940 @default.
- W3124587462 hasRelatedWork W2750418993 @default.
- W3124587462 hasRelatedWork W2892276822 @default.
- W3124587462 hasRelatedWork W2992999877 @default.
- W3124587462 hasRelatedWork W3023520965 @default.
- W3124587462 hasRelatedWork W3121517256 @default.
- W3124587462 hasRelatedWork W3122006945 @default.
- W3124587462 hasRelatedWork W3122397316 @default.
- W3124587462 hasRelatedWork W3122877692 @default.
- W3124587462 hasRelatedWork W3141404963 @default.
- W3124587462 isParatext "false" @default.
- W3124587462 isRetracted "false" @default.
- W3124587462 magId "3124587462" @default.
- W3124587462 workType "article" @default.