Econometric modelling for short-term inflation forecasting in the euro area

Article Abstract:

Econometric modelling can be built by disaggregating macro-variables or price indexes by sectors in different countries or groups of countries to forecast inflation data in the European Monetary Union. Harmonized index of consumer prices fluctuates around a mean of 1.9% for 1990-2003 period, and is divided into five geographical components: Germany, France, Italy, Spain and the remainder countries in Europe. A more detailed discussion of core and residual HICP as well as a comparative analysis of ARIMA and VEqCM are presented.

Usage, Economic aspects, Consumer price indexes, Econometric models, European monetary union, Report

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Forecasting Euro area inflation using dynamic factor measures of underlying inflation

Article Abstract:

Factors from data sets of disaggregated price indices are calculated for European countries. The ability of these factors to predict inherent inflation is evaluated and compared with the traditional methods of estimation.

Euro (Currency), Euro currency transition

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