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Pricesetting, consumer price, frequency of price change
Oil prices, VAR, Proxy-SVAR, Sign Restrictions
consumer prices, nominal rigidity, frequency of price change
oil prices, proxy-SVAR, sign restrictions, VAR
firms’ internationalization, export promotion
monetary policy surprises, unconventional monetary policy
Dynamic Factor Models, emerging market economies, nowcasting
Dynamic Factor Models, Emerging Market Economies, Nowcasting
coincident indicator, band-pass filter, large-dataset factor models, generalized principal components
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Coincident index, band-pass filter, large dataset factor models, generalized principal components
data governance, business-to-government data access, official statistics
shale oil, futures, risk premium, hedging, speculation, limits to arbitrage
surprises, forecaster heterogeneity, foreign exchange, long-term interest rates, unconventional monetary policy
Forecast encompassing, Model evaluation, Nested models, Non-nested models, Equal predictive ability
high frequency statistics, data access, official statistics
core inflation, optimal monetary policy rules, Eurosystem
dynamic risk management, hedging, derivatives, shale revolution, oil price collapse
hedonic regressions, matched-models, CPI, downward bias
Business cycle, dynamic factor model
Core inflation, dynamic factor model, inflation forecast, monetary policy
