Emmanuel Michaux

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Forecasting Inflation Using Economic Indicators: The Case of France

Banque de France Working Paper No. 101
Number of pages: 41 Posted: 21 Dec 2010
Université Paris X Nanterre, Banque de France - Economic Study and Research Division, NATIXIS Asset Management and affiliation not provided to SSRN
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Abstract:

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inflation, out-of-sample forecast, indicator models, dynamic factor models, Phillips curve