A markup model for forecasting inflation for the Euro area

Anindya Banerjee, Bill Russell

    Research output: Working paperDiscussion paper

    122 Downloads (Pure)

    Abstract

    In this note we use the methodology of Banerjee, Cockerell and Russell (2001) and Banerjee and Russell (2001) to develop a small model for forecasting inflation for the Euro-area using quarterly data over the period June 1973 to March 2002.
    Original languageEnglish
    PublisherUniversity of Dundee
    Publication statusPublished - 2002

    Publication series

    NameDundee Discussion Papers in Economics
    PublisherUniversity of Dundee
    No.129
    ISSN (Print)1473-236X

    Fingerprint

    Euro area
    Markup
    Inflation forecasting
    Methodology

    Keywords

    • Inflation
    • Prices markup
    • Business cycles
    • Cointegration
    • Forecasting

    Cite this

    Banerjee, A., & Russell, B. (2002). A markup model for forecasting inflation for the Euro area. (Dundee Discussion Papers in Economics; No. 129). University of Dundee.
    Banerjee, Anindya ; Russell, Bill. / A markup model for forecasting inflation for the Euro area. University of Dundee, 2002. (Dundee Discussion Papers in Economics; 129).
    @techreport{24139e86192543d9b767ba0db7734370,
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    abstract = "In this note we use the methodology of Banerjee, Cockerell and Russell (2001) and Banerjee and Russell (2001) to develop a small model for forecasting inflation for the Euro-area using quarterly data over the period June 1973 to March 2002.",
    keywords = "Inflation, Prices markup, Business cycles, Cointegration, Forecasting",
    author = "Anindya Banerjee and Bill Russell",
    note = "The definitive version is available at www3.interscience.wiley.com This paper was also published by Wiley in Journal of Forecasting, Vol. 25 (7), pp. 495-511",
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    Banerjee, A & Russell, B 2002 'A markup model for forecasting inflation for the Euro area' Dundee Discussion Papers in Economics, no. 129, University of Dundee.

    A markup model for forecasting inflation for the Euro area. / Banerjee, Anindya; Russell, Bill.

    University of Dundee, 2002. (Dundee Discussion Papers in Economics; No. 129).

    Research output: Working paperDiscussion paper

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    T1 - A markup model for forecasting inflation for the Euro area

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    AU - Russell, Bill

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    KW - Inflation

    KW - Prices markup

    KW - Business cycles

    KW - Cointegration

    KW - Forecasting

    M3 - Discussion paper

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    BT - A markup model for forecasting inflation for the Euro area

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    Banerjee A, Russell B. A markup model for forecasting inflation for the Euro area. University of Dundee. 2002. (Dundee Discussion Papers in Economics; 129).