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The purpose of the paper is to introduce the framework for decomposing the forecast of headline inflation, obtained by … results of the model's forecasting performance suggest that this model can be a useful analytical tool in the process of … inflation forecast, with relatively good fit of equations for food and domestic oil prices. This model serves as satellite model …
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This paper presents a forecasting exercise that assesses the predictive potential of a daily price index based on …. Additionally, an analysis of intra-period forecasts, reveals a slight trend towards increased forecast accuracy as the daily …
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models' out-of-sample forecasting performance for the period 2012 q3 to 2016 q2 by using a number of forecast evaluation … increases. Second, the disaggregated ARIMA model has the smallest forecasting errors. Third, majority of the forecast evaluation … Republic of Macedonia (NBRM) for short-term forecasting of inflation - Autoregressive integrated moving average models …
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that, in this case, adding stochastic volatility can further improve the forecasting performance of a single-factor BVAR …
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