Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Year of publication: |
2008
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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
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Jumah, Adusei, (2008)
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Jumah, Adusei, (2008)
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Jumah, Adusei, (2016)
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The effects of Dollar/Sterling exchange rate volatility of futures markets for coffee and cocoa
Jumah, Adusei, (1999)
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The effects of exchange-rate exposures on equity asset markets
Jumah, Adusei, (2001)
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On mean reversion in real interest rates: An application of threshold cointegration
Jumah, Adusei, (2002)
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