Forecasting Inflation in Chile Using State-Space and Regime-Switching Models /

Forecasting Inflation in Chile Using State-Space and Regime-Switching Models /

The paper estimates two time-varying parameter models of Chilean inflation: a Phillips curve model and a small open economy model. Their out-of-sample forecasts are compared with those of simple Box-Jenkins models. The main findings are; forecasts that include the pre-announced inflation target as a...

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Bibliografiske detaljer
Hovedforfatter:	Nadal De Simone, Francisco
Format:	Tidsskrift
Sprog:	English
Udgivet:	Washington, D.C. : International Monetary Fund, 2000.
Serier:	IMF Working Papers; Working Paper ; No. 2000/162
Online adgang:	Full text available on IMF

Lignende værker

A Review of Capital Account Restrictions in Chile in the 1990s /
af: Nadal De Simone, Francisco
Udgivet: (1999)

Modeling and Forecasting Inflation in India /
af: Callen, Tim
Udgivet: (1999)

Modeling and Forecasting Inflation in Japan /
af: Sekine, Toshitaka
Udgivet: (2001)

An Investigation of Output Variance Before and During Inflation Targeting /
af: Nadal De Simone, Francisco
Udgivet: (2001)

Inflation Targeting Regimes /
af: Carare, Alina
Udgivet: (2003)

Forecasting Inflation in Indonesia /
af: Ramakrishnan, Uma
Udgivet: (2002)

Forecasting Inflation in Sudan /
af: Moriyama, Kenji
Udgivet: (2009)

Hybrid Inflation Targeting Regimes /
af: Garcia, Carlos
Udgivet: (2009)

Forecasting Thailand's Core Inflation /
af: Sun, Tao
Udgivet: (2004)

Inflation-Forecast Targeting : Applying the Principle of Transparency /
af: Clinton, Kevin
Udgivet: (2015)

State-Space Models
Udgivet: (2013)

Three Attempts at Inflation Forecasting in Pakistan.
Udgivet: (2005)

How to Improve Inflation Forecasting in Canada /
af: Matheson, Troy
Udgivet: (2019)

Inflation-Forecast Targeting for India : An Outline of the Analytical Framework /
af: Benes, Jaromir
Udgivet: (2017)

Does the Exchange Regime Matter for inflation and Growth?.
Udgivet: (1996)

France in the Global Economy : A Structural Approximate Dynamic Factor Model Analysis /
af: Nadal De Simone, Francisco
Udgivet: (2007)

Setting the Operational Framework for Producing Inflation Forecasts /
af: Kisinbay, Turgut
Udgivet: (2006)

The Role of Seasonality and Monetary Policy in Inflation Forecasting /
af: Kumah, Francis
Udgivet: (2006)

Inflation Targeting and Exchange Rate Regimes in Emerging Markets /
af: Ebeke, Christian
Udgivet: (2015)

Simulating Inflation Forecasting in Real-Time : How Useful Is a Simple Phillips Curve in Germany, the UK, and the US? /
af: Clausen, Jens
Udgivet: (2010)

Nominal Exchange Rates and Nominal Interest Rate Differentials /
af: Nadal De Simone, Francisco
Udgivet: (1999)

Common and Idiosyncratic Components in Real Output : Further International Evidence /
af: Nadal De Simone, Francisco
Udgivet: (2002)

Capital Operating Time and total Factor Productivity Growth in France /
af: Nadal De Simone, Francisco
Udgivet: (2003)

The Information Content of Money in Forecasting Euro Area Inflation /
af: Stavrev, Emil
Udgivet: (2008)

Can Switching Between Inflationary Regimes Explain Fluctuations in Real Interest Rates? /
af: Bleaney, M.
Udgivet: (1997)

Real Estate Modelling and Forecasting
af: Chris Brooks, Sotiris Tsolacos
Udgivet: (2012)

Stock Market Modeling and Forecasting
af: Zheng
Udgivet: (2013)

Econometric models and economic forecasts /
af: Pindyck, Robert S.
Udgivet: (1998)

Regime Change in the Yugoslav Successor States
af: BoduszyÅ"ski

State Behavior and the Nuclear Nonproliferation Regime
af: Fields

Developing a Structured Forecasting and Policy Analysis System to Support Inflation-Forecast Targeting (IFT) /
af: Laxton, Douglas
Udgivet: (2009)

Switched /
af: Hocking, Amanda
Udgivet: (2012)

Is Central Bank Intervention Effective Under Inflation Targeting Regimes? : The Case of Colombia /
af: Kamil, Herman
Udgivet: (2008)

Modeling Inflation in Georgia /
af: Maliszewski, Wojciech
Udgivet: (2003)

Modeling Inflation for Mali /
af: Diouf, Mame Astou
Udgivet: (2007)

Modeling Inflation in Chad /
af: Kinda, Tidiane
Udgivet: (2011)

The Use of Encompassing Tests for Forecast Combinations /
af: Kisinbay, Turgut
Udgivet: (2007)

Weather forecasting using Deep Learning
af: Fahad, Sheikh Abdul, et al.
Udgivet: (2023)

Modelling and forecasting energy demand of Bangladesh using AI based algorithms
af: Mahmud, Booshra Nazifa, et al.
Udgivet: (2019)

Use of MM5 model for weather forecasting over Bangladesh region
af: Akter, Nasreen, et al.
Udgivet: (2010)