Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Adusei Jumah and Robert M. Kunst
| Year of publication: |
September 2016
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|---|---|
| Authors: | Jumah, Adusei ; Kunst, Robert M. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 43/45, p. 4366-4378
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| Subject: | Threshold cointegration | parametric bootstrap | model averaging | interest rates | Zins | Interest rate | Bootstrap-Verfahren | Bootstrap approach | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Kointegration | Cointegration | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Inflationsrate | Inflation rate | Modellierung | Scientific modelling | Japan | Großbritannien | United Kingdom | Deutschland | Germany | Inflation | Simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1158915 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011640093