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 ...

Dr. James McCaffrey presents a complete end-to-end demonstration of the kernel ridge regression technique to predict a single ...

Asatoshi Maeshiro, Teaching Regressions with a Lagged Dependent Variable and Autocorrelated Disturbances, The Journal of Economic Education, Vol. 27, No. 1 (Winter, 1996), pp. 72-84 ...

A prediction criterion for ridge regression is developed and used for estimating lagged effect patterns by means of the direct lag model. As examples, the Lydia Pinkham monthly and annual data are ...

Regression Analysis We start by examining the scatter plots of S&P 500 vs M2 money supply at different lags of M2. Underneath provides all the plots ranging from lag 1 to lag 12.