The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Mohammad Reza Yeganegi, Hossein Hassani, Rangan Gupta
| Year of publication: |
2023
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|---|---|
| Authors: | Yeganegi, Mohammad Reza ; Hassani, Hossein ; Gupta, Rangan |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 7, p. 1690-1707
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| Subject: | continuous wavelet transform | ENSO | forecastibility | GDP growth | inflation | mixed-frequency multivariate SSA | Inflation | Prognoseverfahren | Forecasting model | Bruttoinlandsprodukt | Gross domestic product | Wirtschaftswachstum | Economic growth | Schätzung | Estimation | Welt | World | Zustandsraummodell | State space model | Nationaleinkommen | National income | Zeitreihenanalyse | Time series analysis | Frühindikator | Leading indicator |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2982 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014432753