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<< /S /GoTo /D (section.1) >>
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(Introduction)
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<< /S /GoTo /D (section.2) >>
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8 0 obj
(Literature review)
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<< /S /GoTo /D (section.3) >>
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(Forecasting mean inflation with augmented Phillips curves)
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<< /S /GoTo /D (subsection.3.1) >>
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(Methods)
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<< /S /GoTo /D (subsection.3.2) >>
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(Data)
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<< /S /GoTo /D (subsubsection.3.2.1) >>
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(Dependent variables)
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<< /S /GoTo /D (subsubsection.3.2.2) >>
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(Regressors)
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<< /S /GoTo /D (subsection.3.3) >>
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32 0 obj
(Results)
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33 0 obj
<< /S /GoTo /D (subsubsection.3.3.1) >>
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36 0 obj
(Headline inflation)
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37 0 obj
<< /S /GoTo /D (subsubsection.3.3.2) >>
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40 0 obj
(Core inflation)
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41 0 obj
<< /S /GoTo /D (section.4) >>
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44 0 obj
(Robustness analysis)
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45 0 obj
<< /S /GoTo /D (subsection.4.1) >>
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48 0 obj
(Stability over time)
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<< /S /GoTo /D (subsection.4.2) >>
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52 0 obj
(Tests)
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53 0 obj
<< /S /GoTo /D (subsubsection.4.2.1) >>
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56 0 obj
(Diebold-Mariano test)
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57 0 obj
<< /S /GoTo /D (subsubsection.4.2.2) >>
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60 0 obj
(Clark-West test)
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61 0 obj
<< /S /GoTo /D (subsection.4.3) >>
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64 0 obj
(Comparison to a BVAR)
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65 0 obj
<< /S /GoTo /D (section.5) >>
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68 0 obj
(Quantile regressions)
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69 0 obj
<< /S /GoTo /D (subsection.5.1) >>
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72 0 obj
(Quantile regression results)
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73 0 obj
<< /S /GoTo /D (subsubsection.5.1.1) >>
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76 0 obj
(Descriptive analysis of quantile regression results)
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77 0 obj
<< /S /GoTo /D (subsection.5.2) >>
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80 0 obj
(Forecasts performance)
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81 0 obj
<< /S /GoTo /D (subsubsection.5.2.1) >>
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84 0 obj
(Forecast performances of OLS versus quantile regressions)
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85 0 obj
<< /S /GoTo /D (subsubsection.5.2.2) >>
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88 0 obj
(Weighted quantile average)
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89 0 obj
<< /S /GoTo /D (section.6) >>
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92 0 obj
(Conclusion)
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93 0 obj
<< /S /GoTo /D (appendix.A) >>
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(Data)
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97 0 obj
<< /S /GoTo /D (appendix.B) >>
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100 0 obj
(OLS estimates of augmented Phillips curves)
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<< /S /GoTo /D (appendix.C) >>
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104 0 obj
(Pairwise one-sided Diebold-Mariano tests)
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<< /S /GoTo /D (appendix.D) >>
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108 0 obj
(Semi-parametric estimation of residual densities)
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<< /S /GoTo /D (appendix.E) >>
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(Quantile inference)
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<< /S /GoTo /D (subsection.E.1) >>
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