Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Adusei Jumah; Robert M. Kunst
| Year of publication: |
2008
|
|---|---|
| Authors: | Jumah, Adusei ; Kunst, Robert M. |
| Publisher: |
Wien : Inst. für Höhere Studien (IHS) |
| Subject: | Inflationsrate | Inflation rate | Zins | Interest rate | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Bootstrap-Verfahren | Bootstrap approach | Modellierung | Scientific modelling | Theorie | Theory | Schätzung | Estimation | Deutschland | Germany | Japan | Großbritannien | United Kingdom | USA | United States | Prognose | Inflation |
| Description of contents: |
Literaturverz. S. 24 - 25
|
| Extent: | 25 S. graph. Darst. 30 cm |
|---|---|
| Series: | Reihe Ökonomie. - Wien : IHS, ISSN 1605-7996, ZDB-ID 2151044-1. - Vol. 231 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Adresse des Verl.: A-1060 Wien, Stumpergasse 56 |
| Classification: | C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E47 - Forecasting and Simulation |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003778880