Forecasting inflation in post-oil boom years: A case for regime switches?
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DOI: 10.1007/s12197-017-9410-1
Abstract: In this study, we investigate the relative performance of various non-linear models against that of an autoregressive model in forecasting future inflation. We find that non-linear models have trivial forecast superiority over the univariate autoregressive… read more here.
Keywords: inflation; boom years; post oil; non linear ... See more keywords