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Addition of subset and dummy variables in the Threshold Spatial Vector Autoregressive with Exogenous Variables Model to forecast inflation and money outflow
Setiawan, Setiawan
;
Sohibien, Gama Putra Danu
;
Prastyo, …
- In:
Economies : open access journal
12
(
2024
)
12
,
pp. 1-27
subset and dummy variables. We use a 12th lag
subset
variable
to capture seasonal effects and a dummy variable to represent …
Persistent link: https://www.econbiz.de/10015198420
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