English, Article, Journal or magazine article edition: Inflation forecasting in the new EU member states. Olga Arratibel; Christophe Kamps; Nadine Leiner-Killinger

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Bookmark: http://trove.nla.gov.au/version/211461
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Inflation forecasting in the new EU member states.
Author
  • Olga Arratibel
  • Christophe Kamps
  • Nadine Leiner-Killinger
Physical Description
  • preprint
Notes
  • To the best of our knowledge, our paper is the first systematic study of the predictive power of monetary aggregates for future inflation for the cross section of New EU Member States. This paper provides stylized facts on monetary versus non-monetary (economic and fiscal) determinants of inflation in these countries as well as formal econometric evidence on the forecast performance of a large set of monetary and non-monetary indicators. The forecast evaluation results suggest that, as has been found for other countries before, it is difficult to find models that significantly outperform a simple benchmark, especially at short forecast horizons. Nevertheless, monetary indicators are found to contain useful information for predicting inflation at longer (3-year) horizons. JEL Classification: C53, E31, E37, E51, E52, E62, P24
  • Inflation forecasting, leading indicators, monetary policy, information content of money, fiscal policy, New EU Member States
  • RePEc:ecb:ecbwps:200901015
Language
  • English
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