Constructing bivariate density forecasts of inflation and output growth using copulae: modelling dependence using the Survey of Professional Forecasters

Pub. Date
06 August, 2007
Pub. Type
Discussion Papers

Authors

Dr. James Mitchell

Related Themes

Macro-Economic Modelling and Forecasting

External Resources

http://www.niesr.ac.uk/pubs/DPS/dp297.pdf

Paper Category Number

297

Related Blog Posts

Blog

Inflation Still Likely to Fall to 2 per cent or Below Next Month

Huw Dixon

17 Apr 2024

8 min read

Blog

What Next for UK Inflation and the Economy?

Hailey Low

Stephen Millard

08 Apr 2024

6 min read

Blog

Inflation: Down, But Not Out

Huw Dixon

20 Mar 2024

9 min read

Blog

What is the Current State of the UK Economy?

Paula Bejarano Carbo

Stephen Millard

26 Feb 2024

7 min read

1 2 3 4 5 6 7 8 … 15 16

Related Projects

project

South African Model Extension

project

Covid-19: Industry Level Origins of Fluctuations in Growth Rates and Economic Welfare

project

NGFS Scenarios Phase III

project

The economic adjustment programmes of Greece: 2010-2018

1 2

Related News

news

Fixing forecasting at the Bank of England

19 Apr 2024

4 min read

news

What pension funds need to know about global economic outlook

26 Feb 2024

4 min read

news

Why it’s not worth worrying that the UK has technically entered a recession

26 Feb 2024

4 min read

news

1.2 million UK Households Insolvent This Year as a Direct Result of Higher Mortgage Repayments

22 Jun 2023

2 min read

1 2 3 4 5 6 7 8 … 19 20

Related Publications

publication

Endogenous Defaults, Value-at-Risk and the Business Cycle

18 Apr 2024

Discussion Papers

publication

Services Inflation Poses Risk to Summer Interest Rate Cuts

17 Apr 2024

CPI Trackers

publication

Real Pay Growth at a Two-Year High Amidst Falling Inflation

16 Apr 2024

Wage Trackers

publication

Recessionary Pressures Receding in the Rearview Mirror as UK Economy Gains Momentum

12 Apr 2024

GDP Trackers

1 2 3 4 5 6 7 8 … 276 277

Related events

Event Image

Summer 2023 Economic Forum

NIESR is delighted to bring to you our latest Economic Forum where we presented our forecast for the next economic quarter. With inflation remaining stubbornly high, a labour market that...
Event time
11:00 to 12:00
calender icon
11 August, 2023
Event Image

Spring 2023 Economic Forum

NIESR is delighted to bring to you our latest Economic Forum where we present our forecast for the next economic quarter. As King Charles III is officially crowned, and the...
Event time
11:00 to 12:00
calender icon
12 May, 2023
Event Image

Winter 2023 Economic Forum

With recent UK GDP figures prompting a cautious optimism amongst some analysts, the question has arisen around whether the UK can avoid a recession? Was the 0.1% growth in November...
Event time
11:00 to 12:00
calender icon
10 February, 2023
Event Image

Autumn 2022 Economic Forum

Join us, the day after the Chancellor’s autumn statement, to hear our analysis of the measures announced and their likely impact at both a UK, and individual household, level. Utilising...
Event time
11:30 to 12:30
calender icon
18 November, 2022
Event Image

Summer 2022 Economic Forum

We are delighted to invite you to our Summer 2022 Economic Forecast, where we will present and discuss NIESR’s latest forecasts on the UK and global economies, with an opportunity...
Event time
11:00 to 12:00
calender icon
5 August, 2022
Event Image

Spring 2022 Economic Forum

We are delighted to invite you to our Spring 2022 Economic Forecast, at which we will present and discuss NIESR’s latest forecasts on the UK and global economies, with an...
Event time
11:00 to 12:00
calender icon
13 May, 2022
Event Image

Winter 2022 Economic Forum

With rising inflation asking questions of central banks, consumer incomes hit by rising energy prices and Omicron continuing to disrupt the supply of both goods and labour, what does the...
Event time
11:00 to 12:00
calender icon
11 February, 2022
Event Image

Autumn 2021 Economic Forum

We are delighted to invite you to our Autumn 2021 Economic Forum, at which we will present and discuss NIESR’s latest forecasts on the UK and global economies, with an opportunity for you to ask questions.
Event time
11:00 to 12:00
calender icon
12 November, 2021