Forecasting inflation by using the sub-groups of both CPI and WPI : evidence from auto regression (AR) and ARIMA models
Rizwan Raheem Ahmed, Dalia Streimikiene, Saghir Pervaiz Ghauri, Muhammad Aqil
| Year of publication: |
2021
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|---|---|
| Authors: | Ahmed, Rizwan Raheem ; Štreimikienė, Dalia ; Ghauri, Saghir Pervaiz ; Aqil, Muhammad |
| Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 24.2021, 2, p. 144-161
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| Subject: | inflation forecasting | sub-groups of CPI | sub-groups of WPI | AR model with seasonal dummies | ARIMA model | RMSE technique | Inflation | Verbraucherpreisindex | Consumer price index | Prognoseverfahren | Forecasting model | ARMA-Modell | ARMA model | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| 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/10012587203