Forecasting consumer price index inflation in India : vector error correction mechanism vs. dynamic factor model approach for non-stationary time series
Year of publication: |
[2020]
|
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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 | Zeitreihenanalyse | Time series analysis | Inflation | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory |
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