Essays about: "Forecasting Inflation"

Showing result 1 - 5 of 40 essays containing the words Forecasting Inflation.

  1. 1. Are Distributional Variables Useful for Forecasting With the Phillips Curve?

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Elsa Rosengren; Pippa Johns; [2024]
    Keywords : Distributional Variables; Heterogeneous Agents; Inflation; Phillips Curve; Inequality;

    Abstract : Does information on the distribution of wealth and income help us forecast aggregate macroeconomic variables? In this thesis, we study how adding such distributional variables to a standard forecasting model affects the forecast accuracy, in the context of inflation forecasting. Using the simulated inflation forecasting approach of Atkeson and Ohanian (2001), we perform a horse race between a textbook NAIRU Phillips curve to an extension augmented with variables from the wealth and income distributions. READ MORE

  3. 2. Machine Learning Approaches to Macroeconomic Forecasting; An Application toSwedish Inflation

    University essay from Örebro universitet/Handelshögskolan vid Örebro Universitet

    Author : Yomi Popoola; [2023]
    Keywords : ;

    Abstract : .... READ MORE

  4. 3. Can Machine Learning improve inflation forecasting?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Emil Hansson; [2023]
    Keywords : Inflation Forecast; Machine Learning; Rolling Window; Time Series; Business and Economics;

    Abstract : This paper aims to compare and evaluate the performance of inflation forecasting performance for benchmark time series models and machine learning models. The process is performed for both a developed economy, the US, and an emerging economy, Mexico. READ MORE

  5. 4. Can International Factors Help in Enhancing Inflation Forecasting Accuracy? : A Phillips Curve Approach for Sweden as a Small Open Economy.

    University essay from Örebro universitet/Handelshögskolan vid Örebro Universitet

    Author : Carl-Johan Renberg; André Westman; [2023]
    Keywords : ;

    Abstract : .... READ MORE

  6. 5. A "new" Consumer Price Index (CPI) for monetary policy decisions in Sweden : How does a "new" technological CPI compare to the traditional CPI in measuring inflation and influencing monetary policy decisions?

    University essay from Jönköping University/IHH, Nationalekonomi

    Author : Josef Landén; [2023]
    Keywords : Consumer Price Index; Inflation; Technology; Monetary Policies; and Forecast;

    Abstract : This study proposes a “new" consumer price index (CPI) and investigates the influence of Sweden's monetary policy on the new index level and its variations over time. Unlike the traditional CPI that the SCB uses, the "new" CPI tries to consider technology improvements by using macro data. READ MORE