Does money matter in inflation forecasting?

This paper provides the most fully comprehensive evidence to date on whether or not monetary aggregates are valuable for forecasting US inflation in the early to mid 2000s. We explore a wide range of different definitions of money, including different methods of aggregation and different collections...

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Veröffentlicht in:	Physica A 2010-11, Vol.389 (21), p.4793-4808
Hauptverfasser:	Binner, J.M., Tino, P., Tepper, J., Anderson, R., Jones, B., Kendall, G.
Format:	Artikel
Sprache:	eng
Schlagworte:	Forecasting Inflation Kernel methods Kernels Mathematical models Monetary aggregates Nonlinearity Recurrent neural networks Regression Statistical mechanics
Online-Zugang:	Volltext
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