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Improving forecasting accuracy of the Phillips curve in OECD countries: The role of commodity prices (2020)
Journal Article
Salisu, A. A., Salisu, A. A., Swaray, R., & Sa'id, H. (in press). Improving forecasting accuracy of the Phillips curve in OECD countries: The role of commodity prices. International journal of finance & economics : IJFE, https://doi.org/10.1002/ijfe.1944

We investigate the power of commodity prices to improve inflation forecast performance in 21 OECD countries, within the framework of commodity prices-augmented Phillips curve model. Using monthly data spanning over 57 years, we use single and multi-f... Read More about Improving forecasting accuracy of the Phillips curve in OECD countries: The role of commodity prices.