Why random walk forecasting works well in forecasting the Japanese inflation
Kazutaka Kurasawa
| Year of publication: |
January 2017
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|---|---|
| Authors: | Kurasawa, Kazutaka |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 16.2017, 1, p. 19-26
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| Subject: | Forecasting | Inflation | Japanese economy | Autoregressive model | Unobserved components model | Prognoseverfahren | Forecasting model | Japan | Zeitreihenanalyse | Time series analysis | Prognose | Forecast | Random Walk | Random walk | Theorie | Theory | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011718765