Comments on "Phillips Curve Inflation Forecasts" by James H. Stock and Mark W. Watson

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dc.contributor.author Pagan, Adrian en_US
dc.contributor.editor Jeff Fuhrer, Jane Sneddon Little, Yolanda K. Kodrzycki and Giovanni P. Olivei en_US
dc.date.accessioned 2012-02-23T00:37:09Z
dc.date.available 2012-02-23T00:37:09Z
dc.date.issued 2009 en_US
dc.identifier 2009007608 en_US
dc.identifier.citation Pagan Adrian 2009, 'Comments on "Phillips Curve Inflation Forecasts" by James H. Stock and Mark W. Watson', in NA (ed.), MIT Press, Boston, USA, pp. 187-193. en_US
dc.identifier.issn 978-0-262-01363-5 en_US
dc.identifier.other B1UNSUBMIT en_US
dc.identifier.uri http://hdl.handle.net/10453/17313
dc.description.abstract Stock and Watson provide a thorough (one might say exhaustive) review of the forecasting performance of many inflation models. These include models with some economics in them and others that are purely statistical. Overall, the best of the statistical models seems to be their unobserved components-stochastic volatility (UC-SV) model. This is a two-component model of the form en_US
dc.language en_US
dc.publisher MIT Press en_US
dc.relation.isbasedon NA en_US
dc.title Comments on "Phillips Curve Inflation Forecasts" by James H. Stock and Mark W. Watson en_US
dc.parent Understanding Inflation and the Implications for Monetary Policy: A Phillips Curve Retrospective en_US
dc.journal.volume en_US
dc.journal.number en_US
dc.publocation Boston, USA en_US
dc.identifier.startpage 187 en_US
dc.identifier.endpage 193 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 140200 en_US
dc.personcode 100844 en_US
dc.percentage 100 en_US
dc.classification.name Applied Economics en_US
dc.classification.type FOR-08 en_US
dc.edition 1st en_US
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords NA en_US
dc.staffid en_US
dc.staffid 100844 en_US


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