| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP3269 |
| DP3269 Price Discrimination in Oligopoly: Evidence from Swedish Newspapers | |
| Björn Marcus Asplund; Rickard Eriksson; Niklas Strand | |
| 发表日期 | 2002-03-20 |
| 出版年 | 2002 |
| 语种 | 英语 |
| 摘要 | This Paper compares the forecasting performance of some leading models of inflation for the cross section of G-7 countries. We show that bivariate and trivariate models suggested by economic theory or statistical analysis are hardly better than univariate models. Phillips curve specifications fit well into this class. Significant improvements in both the MSE of the forecasts and turning point prediction are obtained with time-varying coefficients models that exploit international interdependencies. The performance of the latter class of models is independent of the sample, while it is not the case for standard specifications. |
| 主题 | International Macroeconomics |
| 关键词 | Forecasting inflation Panel var models Markov chain monte carlo methods |
| URL | https://cepr.org/publications/dp3269 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/532296 |
| 推荐引用方式 GB/T 7714 | Björn Marcus Asplund,Rickard Eriksson,Niklas Strand. DP3269 Price Discrimination in Oligopoly: Evidence from Swedish Newspapers. 2002. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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