Nowcasting Inflation at Quantiles: Causality from Commodities
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More about this item
Keywords
MIDAS Quantile; Granger Causality; Commodities; Inflation; Nowcasting.;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2024-01-29 (Econometrics)
- NEP-ETS-2024-01-29 (Econometric Time Series)
- NEP-MON-2024-01-29 (Monetary Economics)
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