Forecasting inflation in Tunisia during instability using dynamic factors model : a two-step based procedure based on Kalman filter
Bilel Ammouri, Hassen Toumi, Fakhri Issaoui, Habib Zitouna
| Year of publication: |
2019
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|---|---|
| Authors: | Ammouri, Bilel ; Toumi, Hassen ; Issaoui, Fakhri ; Zitouna, Habib |
| Published in: |
International journal of computational economics and econometrics. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1170, ZDB-ID 2550146-X. - Vol. 9.2019, 1/2, p. 49-83
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| Subject: | inflation forecasting | PCA | principal component analysis | VAR | vector autoregressive | DFM | dynamic factors model | Kalman filter | space-state | instability factor | Inflation | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | VAR-Modell | VAR model | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Tunesien | Tunisia | Hauptkomponentenanalyse | Principal component analysis | Theorie | Theory |
| 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/10012021571