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Sebastian P. Koch

Institute for Advanced Studies (IHS)

Josefstädter Straße 39

1080 Vienna

Austria

http://https://inflation.ihs.ac.at/

  • Institute for Advanced Studies (IHS)

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Inflation Forecasting in Turbulent Times

Number of pages: 35 Posted: 15 Dec 2023
Martin Ertl, Ines Fortin, Jaroslava Hlouskova, Sebastian P. Koch, Robert M. Kunst and Leopold Sögner
Institute for Advanced Studies (IHS), Institute for Advanced Studies, Institute for Advanced Studies (IHS), Institute for Advanced Studies (IHS), University of Vienna and Institute for Advanced Studies (IHS)
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Abstract:

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Bayesian VAR, mixed-frequency, forward-filtering-backward-sampling, inflation forecasting JEL classification: C5