A methodology is introduced for identifying dynamic regression or distributed lag models relating two time series. First, specification of a bivariate time-series model is discussed, and its ...

A key challenge for monetary policymakers is to predict where inflation is headed. One promising approach involves modifying a typical Phillips curve predictive regression to include an interaction ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation Many central banks and government agencies use nowcasting techniques to obtain policy relevant information about the ...

This is a preview. Log in through your library . Abstract Aim: The objective of this paper is to obtain a net primary production (NPP) regression model based on the geographically weighted regression ...