Real Time Forecasts of Inflation: The Role of Financial Variables
MEF Working Paper No. 6
29 Pages Posted: 10 May 2011
Date Written: March 1, 2011
The paper presents a mixed frequency model for daily forecast of Euro-area inflation.
Keywords: forecasting inflation, real-time forecasts, dynamic factor models, MIDAS regression, economic derivatives
JEL Classification: C13, C51, C53, E37, G19
Suggested Citation: Suggested Citation