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Inflation at risk: the case of Germany
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Resumo(s)
This study applies quantile regression to the examination of inflation at risk in Germany. By
looking at coefficient estimates, the paper shows how risk factors have diverse impacts at
different inflation percentiles. The investigation further extends to the comparison of short-term
and long-term forecasting models, emphasizing how sensitivity changes shape inflation trends.
Furthermore, for significant years, future core inflation distributions are constructed, allowing
for the visual representation of the evolution of inflation at risk.
Descrição
Palavras-chave
Inflation Quantile regression Probability distribution Macroeconomic linkages