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Record Nr. |
UNINA9910463618503321 |
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Autore |
Berger Helge |
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Titolo |
The information content of money in forecasting euro area inflation / / Helge Berger and Emil Stavrev ; authorized for distribution by Jörg Decressin |
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Pubbl/distr/stampa |
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[Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
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©2008 |
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ISBN |
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1-4623-1341-8 |
1-4527-4908-6 |
1-4518-7024-8 |
1-282-84117-3 |
9786612841170 |
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Descrizione fisica |
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1 online resource (31 p.) |
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Collana |
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IMF Working Papers |
IMF working paper ; ; WP/08/166 |
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Altri autori (Persone) |
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StavrevEmil |
DecressinJörg |
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Disciplina |
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Soggetti |
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Monetary policy - Econometric models |
Money - Econometric models |
Inflation (Finance) - Forecasting - Econometric models |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Contents; I. Introduction; II. Related Literature; III. Models of Inflation; A. DSGE Models; B. Partial Equilibrium Models; C. Empirical Models; IV. Empirical Methods and Data; A. Estimation Techniques; B. Prior Distribution of Parameters for the Bayesian Estimates; C. Forecasting and the Information Content of Money; D. Data; V. Results; A. The Marginal Contribution of Money; Figures; 1. Forecast Performance of DSGE Models; 2. Forecast Performance of Empirical Models; 3. Forecast Performance of P* and Phillips Curve Models; B. Comparison of Money-Based Models; C. Comparison Across All Models |
Tables1. Out-of-Sample Forecasting Performance of Models; VI. Conclusions; References; Appendices; I. Empirical Specifications; II. |
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