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Forecasting Inflation Uncertainty in the United States and Euro Area · Study

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ArticleForecasting Inflation Uncertainty in the United States and Euro Area

Zied Ftiti2018

Article2018

Forecasting Inflation Uncertainty in the United States and Euro Area

Zied Ftiti · Fredj Jawadi

13 citations·0/0 files stored·Computational Economics

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Monetary Policy and Economic Impact Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1994Comparing Predictive Accuracy 1995Comparing Predictive Accuracy 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances 2015Measuring Uncertainty 1997Testing the equality of prediction mean squared errors

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Year2018

Typearticle

Published2018-01-16

VenueComputational Economics

ISSN-L0927-7099

Languageen

Citations13

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1007/s10614-018-9794-9

openalex_workW2782590747

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