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 |
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| Year of publication: |
[2021]
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| 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