Heteroscedasticity

Physics

Autoregressive fractionally integrated moving average

Keynesian economics

Mathematics

Statistics

Monetary policy

Autoregressive model

Econometrics

Estimator

Economics

Inflation (cosmology)

Phillips curve

Theoretical physics

Bivariate analysis

Long memory

Endogeneity

Volatility (finance)

Economic Modelling

In this paper, we further subject to empirical scrutiny the conclusion of Stock and Watson (1999) that commodity prices do not improve the traditional…

Predicting US inflation: Evidence from a new approach