What's missing

scose-no-doubt · Oct 6, 2011, 6:10am

Attempted model as implied by medium term inflation expectations commodity prices and dollar strength.

Any ideas as to how I can improve? I need more variables like Aloe Blacc needs that dollar, yo.

TheBramble · Oct 6, 2011, 6:20am

Gold.

Bonds.

Variance between Commodities and Equities.

scose-no-doubt · Oct 6, 2011, 6:57am

Bond yields are in as I work inflation expectation from spreads and I was first thinking along the lines of inverse of bond prices or something to account for flows into equity but wouldn't it be double counting of sorts? Oil is in which I think is more important than gold.

I think sussing what's missing out from the tech bubble period will be the key. It seems I'm missing out the mania. Been thinking about using economic confidence releases as a proxy but am unsure whether it would be a valid one.

TheBramble · Oct 6, 2011, 9:50am

For clarity, precisely what is it you are attempting to model: Medium term inflation?

What's your medium term?

Martinghoul · Oct 6, 2011, 10:00am

Bank of England | Publications | Other Publications | Monetary Policy | The Bank of England Quarterly Model

BoE Quarterly Model (BEQM), which is, seemingly, what you're trying to emulate.

scose-no-doubt · Oct 6, 2011, 10:07am

No S&P index

scose-no-doubt · Oct 6, 2011, 10:10am

Thanks for that though

Albert Carey · Oct 6, 2011, 12:03pm

Look at prices at supermarkets. Best indicator.

Oct 6, 2011, 6:10am	#1
scose-no-doubt Legendary Member Member Since Apr 2010 4,550 Posts	What's missing Attempted model as implied by medium term inflation expectations commodity prices and dollar strength. Any ideas as to how I can improve? I need more variables like Aloe Blacc needs that dollar, yo. Attached Thumbnails __________________ "What the **** is going on here?!" - Mickey B Looks like Scose be trollin' 'aaaaard tho... as far as some are concerned!

Oct 6, 2011, 6:20am	#2
TheBramble Banned Member Since Jul 2003 8,426 Posts	Re: What's missing Gold. Bonds. Variance between Commodities and Equities.

Oct 6, 2011, 6:57am	#3
scose-no-doubt Legendary Member Member Since Apr 2010 4,550 Posts	Re: What's missing Bond yields are in as I work inflation expectation from spreads and I was first thinking along the lines of inverse of bond prices or something to account for flows into equity but wouldn't it be double counting of sorts? Oil is in which I think is more important than gold. I think sussing what's missing out from the tech bubble period will be the key. It seems I'm missing out the mania. Been thinking about using economic confidence releases as a proxy but am unsure whether it would be a valid one. __________________ "What the **** is going on here?!" - Mickey B Looks like Scose be trollin' 'aaaaard tho... as far as some are concerned!

Oct 6, 2011, 9:50am	#4
TheBramble Banned Member Since Jul 2003 8,426 Posts	Re: What's missing For clarity, precisely what is it you are attempting to model: Medium term inflation? What's your medium term?

Oct 6, 2011, 10:00am	#5
Martinghoul Legendary Member Member Since Feb 2009 2,467 Posts	Re: What's missing Bank of England \| Publications \| Other Publications \| Monetary Policy \| The Bank of England Quarterly Model BoE Quarterly Model (BEQM), which is, seemingly, what you're trying to emulate. __________________ "Insofar as I may be heard by anything, which may or may not care what I say, I ask, if it matters, that you be forgiven for anything you may have done or failed to do which requires forgiveness."

Oct 6, 2011, 10:07am	#6
scose-no-doubt Legendary Member Member Since Apr 2010 4,550 Posts	Re: What's missing No S&P index __________________ "What the **** is going on here?!" - Mickey B Looks like Scose be trollin' 'aaaaard tho... as far as some are concerned!

Oct 6, 2011, 10:10am	#7
scose-no-doubt Legendary Member Member Since Apr 2010 4,550 Posts	Re: What's missing Thanks for that though __________________ "What the **** is going on here?!" - Mickey B Looks like Scose be trollin' 'aaaaard tho... as far as some are concerned!

Oct 6, 2011, 12:03pm	#8
Albert Carey Banned Member Since Apr 2008 88 Posts	Re: What's missing Look at prices at supermarkets. Best indicator.

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