Inflation forecasting with rolling windows : an appraisal
Stephen G. Hall, George S. Tavlas, Yongli Wang, Deborah Gefang
| Year of publication: |
2024
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|---|---|
| Authors: | Hall, Stephen G. ; Tavlas, George S. ; Wang, Yongli ; Gefang, Deborah |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 4, p. 827-851
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| Subject: | Chow test | GARCH model | Markov switching model | Monte Carlo experiments | rolling windows | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Inflation | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3059 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014554042