A distant-early-warning model of inflation based on M1 disequilibria / by Jamie Armour ... [et al.].: FB3-2/96-5E-PDF
A vector error-correction model (VECM) that forecasts inflation between the current quarter and eight quarters ahead is found to provide significant leading information about inflation. The model focuses on the effects of deviations of M1 from its long-run demand but also includes, among other things, the influence of the exchange rate, a simple measure of the output gap and past prices.--Abstract
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| Title | A distant-early-warning model of inflation based on M1 disequilibria / by Jamie Armour ... [et al.]. |
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| Publication type | Monograph - View Master Record |
| Language | [English] |
| Format | Digital text |
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| Other formats | Physical text-[English] |
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| Description | 26p.graphs, references, table |
| ISSN | 1701-9397 |
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