Forecasting consumer price index inflation in India : vector error correction mechanism vs. dynamic factor model approach for non-stationary time series

Rudrani Bhattacharya, and Mrigankshi Kapoor

Year of publication:	[2020]
Authors:	Bhattacharya, Rudrani ; Kapoor, Mrigankshi
Publisher:	New Delhi : National Institute of Public Finance and Policy
Subject:	CPI Inflation \| India \| Forecasting \| Vector Error Correction Model \| Dynamic Factor Model \| Indien \| Verbraucherpreisindex \| Consumer price index \| Kointegration \| Cointegration \| Inflation \| Zeitreihenanalyse \| Time series analysis \| Prognoseverfahren \| Forecasting model \| Theorie \| Theory \| Faktorenanalyse \| Factor analysis \| Schätzung \| Estimation

freely available

Full text |

More access options

econpapers.repec.org

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10012542444

A service of the