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changes is a new series with a very different profile in December - either due to changed seasonality or one-off (sampling …
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In this study, we build two forecasting models to predict inflation Harmonised Index of Consumer Prices (HICP) for the Netherlands and for the euro area. The models provide point forecasts and prediction intervals for both the components of the HICP and the aggregated HICP-index itself. Both...
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integrated models and deterministic seasonality models. As well as examining how forecasts are computed in each case, the …. Section 3 discusses less traditional models, specifically nonlinear seasonal models and models for seasonality in variance …. Such nonlinear models primarily concentrate on interactions between seasonality and the business cycle, either using a …
Persistent link: https://www.econbiz.de/10014023693
The COVID-19 crisis had a major impact on the measurement of inflation around the world, as price observation in shops became impossible and some markets completely closed down. This article looks at the measures taken during the crisis in 2020 to ensure the continued compilation of the European...
Persistent link: https://www.econbiz.de/10012429644
This paper examines the presence of seasonality in CPI in 36 OECD economies that provide monthly CPI data and reviews … tests points to the presence of seasonality in headline CPI and its components, with stronger seasonality in some components …
Persistent link: https://www.econbiz.de/10015081758
In this study, we analyze the effects of seasonal fluctuations on the aggregated price and quantity of goods in Japan. By analyzing monthly commodity-level data used to calculate Japan’s official Consumer Price Index, we demonstrate that a significant number of fresh foods are non-homogeneous...
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