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We develop a medium-size semi-structural time series model of inflation dynamics that is consistent with the view - often expressed by central banks - that three components are important: a trend anchored by long-run expectations, a…

Econometrics · Economics 2025-03-12 Thomas Hasenzagl , Filippo Pellegrino , Lucrezia Reichlin , Giovanni Ricco

Share prices of financial companies from the S&P 500 list have been modeled by a linear function of consumer price indices in the USA. The Johansen and Engle-Granger tests for cointegration both demonstrated the presence of an equilibrium…

Statistical Finance · Quantitative Finance 2010-03-16 Ivan O. Kitov

We statistically investigate the distribution of share price and the distributions of three common financial indicators using data from approximately 8,000 companies publicly listed worldwide for the period 2004-2013. We find that the…

Economics · Quantitative Finance 2017-02-02 Taisei Kaizoji , Michiko Miyano

This paper provides a thorough analysis on the dynamic structures and predictability of China's Consumer Price Index (CPI-CN), with a comparison to those of the United States. Despite the differences in the two leading economies, both…

Econometrics · Economics 2019-10-30 Zhenzhong Wang , Yundong Tu , Song Xi Chen

We develop a forecasting methodology for providing credible forecasts for time series that have recently undergone a shock. We achieve this by borrowing knowledge from other time series that have undergone similar shocks for which…

Methodology · Statistics 2020-08-28 Jilei Lin , Daniel J. Eck

Financial data has been extensively studied for correlations using Pearson's cross-correlation coefficient {\rho} as the point of departure. We employ an estimator based on recurrence plots --- the Correlation of Probability of Recurrence…

Statistical Finance · Quantitative Finance 2013-06-05 B. Goswami , G. Ambika , N. Marwan , J. Kurths

Both the scientific community and the popular press have paid much attention to the speed of the Securities Information Processor, the data feed consolidating all trades and quotes across the US stock market. Rather than the speed of the…

We test for the long-run relationship between stock prices, inflation and its uncertainty for different U.S. sector stock indexes, over the period 2002M7 to 2015M10. For this purpose we use a cointegration analysis with one structural break…

Computational Finance · Quantitative Finance 2016-03-04 Claudiu Albulescu , Christian Aubin , Daniel Goyeau

In April 2009, we introduced a model representing the evolution of motor fuel price (a subcategory of the consumer price index of transportation) relative to the overall CPI as a linear function of time. Under our framework, all price…

General Finance · Quantitative Finance 2010-05-04 Ivan O. Kitov , Oleg I. Kitov

This paper re-examines the empirical Phillips curve (PC) model and its usefulness in the context of medium-term inflation forecasting. A latent variable Phillips curve hypothesis is formulated and tested using 3,968 randomly generated…

Statistical Finance · Quantitative Finance 2026-01-21 Daniil Bargman , Francesca Medda , Akash Sedai Sharma

We discuss a concept denoted as Conformal Prediction (CP) in this paper. While initially stemming from the world of machine learning, it was never applied or analyzed in the context of short-term electricity price forecasting. Therefore, we…

Econometrics · Economics 2020-11-17 Christopher Kath , Florian Ziel

The correlation coefficient between stocks depends on price history and includes information on hierarchical structure in financial markets. It is useful for portfolio selection and estimation of risk. I introduce the Life Time of…

General Finance · Quantitative Finance 2011-06-01 Andrzej Buda

Stock market prediction with forecasting algorithms is a popular topic these days where most of the forecasting algorithms train only on data collected on a particular stock. In this paper, we enriched the stock data with related stocks…

Statistical Finance · Quantitative Finance 2020-02-17 Lior Sidi

This work examines how the dependence structures between energy futures asset prices differ in two periods identified before and after the 2008 global financial crisis. These two periods were characterised by a difference in the number of…

Applications · Statistics 2023-03-31 Clara Grazian , Alex McInnes

The prediction of a stock price has always been a challenging issue, as its volatility can be affected by many factors such as national policies, company financial reports, industry performance, and investor sentiment etc.. In this paper,…

General Finance · Quantitative Finance 2020-09-08 Qiao Zhou , Ningning Liu

S&P 500 Index is one of the most sought after stock indices in the world. In particular, Information Technology Sector of S&P 500 is the number one business segment of the S&P 500 in terms of market capital, annual revenue and the number of…

Statistical Finance · Quantitative Finance 2022-09-23 Jayanta K. Pokharel , Erasmus Tetteh-Bator , Chris P. Tsokos

The conventional linear Phillips curve model, while widely used in policymaking, often struggles to deliver accurate forecasts in the presence of structural breaks and inherent nonlinearities. This paper addresses these limitations by…

Econometrics · Economics 2025-04-09 Shovon Sengupta , Bhanu Pratap , Amit Pawar

The prediction of a stock market direction may serve as an early recommendation system for short-term investors and as an early financial distress warning system for long-term shareholders. Many stock prediction studies focus on using…

Computational Engineering, Finance, and Science · Computer Science 2017-01-10 Yanshan Wang

This article presents evidence based on a panel of 35 countries over the past 30 years that the Phillips curve relation holds for food inflation. That is, broader economic overheating does push up the food component of the CPI in a…

General Economics · Economics 2022-12-20 Emanuel Kohlscheen

This paper proposes a new, Beveridgean model of the Phillips curve. While the New Keynesian Phillips Curve is based on monopolistic pricing under price-adjustment costs, the Beveridgean Phillips curve is based on directed-search pricing…

Theoretical Economics · Economics 2024-10-29 Pascal Michaillat , Emmanuel Saez
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