Modelling and forecasting inflation in Egypt : univariate and multivariate approaches
Doaa Akl Ahmed and Mamdouh A. M. Abdelsalam
| Year of publication: |
June 2017
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| Authors: | Ahmed, Doaa Akl ; Abdelsalam, Mamdouh Abdelmoula Mohamed |
| Published in: |
Middle East development journal : a publication of the Economic Research Forum. - Abingdon, Va. : Routledge, Taylor & Francis Group, ISSN 1793-8120, ZDB-ID 2505897-6. - Vol. 9.2017, 1, p. 127-159
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| Subject: | Inflation targeting | conditional volatility | skewness and kurtosis | modelling uncertainty of inflation | multivariate GARCH | forecast combination | Inflation | Volatilität | Volatility | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Theorie | Theory | Inflationssteuerung | Ägypten | Egypt | Multivariate Analyse | Multivariate analysis | Wechselkurs | Exchange rate | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/17938120.2017.1293361 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011722559