Examination of seasonal volatility in HICP for baltic region countries : non-parametric test versus forecasting experiment
Łukas Lenart
| Year of publication: |
2017
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|---|---|
| Authors: | Lenart, Łukas |
| Published in: |
Central European journal of economic modelling and econometrics. - Lodz : Polish Academy of Sciences, ISSN 2080-0886, ZDB-ID 2529553-6. - Vol. 9.2017, 1, p. 29-67
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| Subject: | HICP | seasonal volatility | exponential smoothing | nowcasting | predictive distribution | logscore | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Saisonale Schwankungen | Seasonal variations | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Nichtparametrisches Verfahren | Nonparametric statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011780589