The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Hossein Hassani (University of Tehran), Mohammad Reza Yeganegi (Islamic Azad University), Rangan Gupta (University of Pretoria)
| Alternative title: | The El Niño-Southern Oscillation cycle and forecastability of global inflation and output growth |
|---|---|
| Year of publication: |
[2021]
|
| Authors: | Hassani, Hossein ; Yeganegi, Mohammad Reza ; Gupta, Rangan |
| Publisher: |
Pretoria, South Africa : Department of Economics, University of Pretoria |
| Subject: | GDP growth | Inflation | ENSO | Forecastibility | Mixed-Frequency Multivariate SSA | Continuous Wavelet Transform | Bruttoinlandsprodukt | Gross domestic product | Prognoseverfahren | Forecasting model | Wirtschaftswachstum | Economic growth | Schätzung | Estimation | Welt | World | Zustandsraummodell | State space model | Nationaleinkommen | National income | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis |
freely available
| Extent: | 1 Online-Ressource (circa 19 Seiten) Illustrationen |
|---|---|
| Series: | Department of Economics working paper series. - Pretoria : Department of Economics, University of Pretoria, ZDB-ID 3031297-8. - Vol. 2021, 69 (October 2021) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | hdl:11159/7058 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012661146