Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging
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More about this item
Keywords
Climate risks; US inflation; Dynamic quantile moving averaging; Forecasting;All these keywords.
JEL classification:
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- Q54 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Climate; Natural Disasters and their Management; Global Warming
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CNA-2024-05-27 (China)
- NEP-ENV-2024-05-27 (Environmental Economics)
- NEP-MON-2024-05-27 (Monetary Economics)
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