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autoregressive integrated moving average (SARIMA), seasonal autoregressive integrated moving average with an exogenous input (SARIMA …-X) and an autoregressive distributed lag (ARDL) processes. The performances of the proposed models are compared with the … existing model obtained using an autoregressive integrated moving average (ARIMA) process using the pseudo …
Persistent link: https://www.econbiz.de/10011473622
Average (SARIMA) models proposed by Box, Jenkins, and Reinsel (1994). CUSUM, Quandt likelihood ratio (QLR) and Chow test have … series and using CPI data from September 2009 to December 2012, the ARIMA(1,1,1)(1,0,1)12 models were estimated and …
Persistent link: https://www.econbiz.de/10011113416
Distributed Lag (ARDL), Autoregressive Integrated Moving Av- erage (ARIMA) and a multivariate time series Vector Autoregressive …
Persistent link: https://www.econbiz.de/10011961668
Distributed Lag (ARDL), Autoregressive Integrated Moving Av- erage (ARIMA) and a multivariate time series Vector Autoregressive …
Persistent link: https://www.econbiz.de/10011922677
Informed by the recent run of rising and persistent inflation in Nigeria, which puts headline and food inflation at 28.2% and 32.8%, respectively, and its attendant consequences on macroeconomic performance, this study makes a case for inflation targeting as an alternative monetary policy...
Persistent link: https://www.econbiz.de/10015214904
For Latvia with incoming into the European Union big opportunities in the international markets have opened. Paper purpose is to investigate influence of international integration processes on development of economy of Latvia. In paper various indicators of a national economy before and after...
Persistent link: https://www.econbiz.de/10015225907
Joining the European Union big opportunities in the international markets have opened for Latvia. Paper purpose is to investigate influence of international integration processes on development of economy of Latvia. In the paper Latvian economic indicators before and after entering the EU are...
Persistent link: https://www.econbiz.de/10015227927
Joining the European Union big opportunities in the international markets have opened for Latvia. Paper purpose is to investigate influence of international integration processes on development of economy of Latvia. Latvia's incoming in EU increased the amount of received means from structural...
Persistent link: https://www.econbiz.de/10015229166
Average (SARIMA) models proposed by Box, Jenkins, and Reinsel (1994). CUSUM, Quandt likelihood ratio (QLR) and Chow test have … series and using CPI data from September 2009 to December 2012, the ARIMA(1,1,1)(1,0,1)12 models were estimated and …
Persistent link: https://www.econbiz.de/10015235309
We propose a new measure of underlying inflation that informs, in real time, about asymmetric risks on the outlook of inflationary pressures. The asymmetries are generated through nonlinearities induced by economic activity. The new indicator is based on a multivariate regime-switching framework...
Persistent link: https://www.econbiz.de/10014476126