Real-Time Data Revisions and the PCE Measure of Inflation
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- Tierney, Heather L.R., 2011. "Real-time data revisions and the PCE measure of inflation," Economic Modelling, Elsevier, vol. 28(4), pages 1763-1773, July.
- Tierney, Heather L.R., 2010. "Real-Time Data Revisions and the PCE Measure of Inflation," MPRA Paper 22387, University Library of Munich, Germany, revised Apr 2010.
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Cited by:
- Tierney, Heather L.R., 2011.
"Forecasting and tracking real-time data revisions in inflation persistence,"
MPRA Paper
34439, University Library of Munich, Germany.
- Tierney, Heather L.R., 2013. "Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence," MPRA Paper 51398, University Library of Munich, Germany.
- Tierney, Heather L.R., 2013. "Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence," MPRA Paper 53374, University Library of Munich, Germany, revised Nov 2013.
- Carré, Emmanuel, 2013.
"La cible d’inflation de la Fed : continuité ou rupture ?,"
Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, vol. 14.
- Emmanuel Carré, 2013. "La cible d'inflation de la Fed : continuité ou rupture ?," Post-Print hal-01419130, HAL.
- Heather L. R. Tierney, 2019. "Forecasting with the Nonparametric Exclusion-from-Core Inflation Persistence Model Using Real-Time Data," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 25(1), pages 39-63, February.
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More about this item
Keywords
Real-Time Data; Inflation Persistence; Nonparametrics; Monetary Policy; In-Sample Forecasting;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2010-02-27 (Central Banking)
- NEP-MON-2010-02-27 (Monetary Economics)
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