Forecasting inflation using univariate continuous-time stochastic models

Keyphrases

• Consumer Price Index 50%
• Continuous-time Stochastic Models 100%
• Drift Rate 50%
• Forecasting Inflation 100%
• Index Model 50%
• Inflation Forecasting 50%
• Inflation Rate 50%
• Lognormal 50%
• Long Time Horizon 50%
• Normal Index 50%
• Parameter Estimation 50%
• Rigorous Testing 50%
• U.S. Consumers 50%

Economics, Econometrics and Finance

• Consumer Price Index 50%
• Continuous Time 100%
• Inflation 100%
• Inflation Rate 50%
• Parameter Estimation 50%
• United States of America 50%

Social Sciences

• Consumer Price Index 33%
• Inflation 100%
• Stochastics 100%
• United States of America 33%