Showing 1 - 10 of 43
By employing a parsimonious econometric approach, based on an ARIMA model, this study detects significant Islamic …
Persistent link: https://www.econbiz.de/10011108167
In this paper we will study the influence of qualitative variables on the unit root tests for stationarity. For the linear regressions involved the implied assumption is that they are not influenced by such qualitative variables. For this reason, after we have introduced such variables, we...
Persistent link: https://www.econbiz.de/10011110957
A short, non-technical description of how inflation forecasts are conducted at the Central Bank of Malta
Persistent link: https://www.econbiz.de/10011111617
average (ARIMA), and multivariate models, i.e., vector autoregressive (VAR), vector error correction model (VECM), and state … likelihood estimation (MLE) for (ARIMA) models, and by seemingly unrelated regression for (VAR) and (VECM) models, during the …
Persistent link: https://www.econbiz.de/10011260069
statistical methods, i.e., simple regressions, Autoregressive Integrated Moving Average forecasting models (ARIMA), and linear and …
Persistent link: https://www.econbiz.de/10011260160
Deficit/ Surplus, Unemployment Rate, Inflation and others. We forecast the macroeconomic variables post 2012 using ARIMA … deficit. ARIMA models indicate that with the continuance of present government’s policies, budgetary deficit is estimated to …
Persistent link: https://www.econbiz.de/10011260661
Assuming an ARIMA(p,I,q) model represents the data, I show how optimal forecasts can be computed and derive general …
Persistent link: https://www.econbiz.de/10011113916
models (Exponential Smoothing, ARIMA and GARCH) based on multi-step ahead forecast mean squared errors. We investigate …
Persistent link: https://www.econbiz.de/10005042727
average (ARIMA) time series models for forecasting Pakistan’s inflation. A framework for ARIMA forecasting is drawn up. On the … inflation on short-term basis, for this purpose, different ARIMA models are used and the candid model is proposed. On the basis …
Persistent link: https://www.econbiz.de/10005620114
methods such as autoregressive integrated moving average (ARIMA), vector autoregressive (VAR) and Bayesian VAR (BVAR) models …
Persistent link: https://www.econbiz.de/10005786958