Dundee Discussion Papers in Economics 129: A markup model for forecasting inflation for the Euro area

Anindya Banerjee; Bill Russell

Dundee Discussion Papers in Economics 129: A markup model for forecasting inflation for the Euro area

Anindya Banerjee, Bill Russell

Research output: Working paper/Preprint › Discussion paper

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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.

Original language	English
Publisher	University of Dundee
Publication status	Published - 2002

Publication series

Name	Dundee Discussion Papers in Economics
Publisher	University of Dundee
No.	129
ISSN (Print)	1473-236X

Keywords

Inflation
Prices markup
Business cycles
Cointegration
Forecasting

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DDPE_129.pdf

1 Article

A markup model for forecasting inflation for the Euro area
Russell, B. & Banerjee, A., Nov 2006, In: Journal of Forecasting. 25, 7, p. 495 511 p.
Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus)

Cite this

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title = "Dundee Discussion Papers in Economics 129: A markup model for forecasting inflation for the Euro area",

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",

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AB - 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.

KW - Inflation

KW - Prices markup

KW - Business cycles

KW - Cointegration

KW - Forecasting

M3 - Discussion paper

T3 - Dundee Discussion Papers in Economics

BT - Dundee Discussion Papers in Economics 129

PB - University of Dundee

ER -

Dundee Discussion Papers in Economics 129: A markup model for forecasting inflation for the Euro area

Abstract

Publication series

Keywords

Access to Document

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Research output

A markup model for forecasting inflation for the Euro area

Cite this