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Forecasting with the nonparametric exclusion-from-core inflation persistence model using real-time data
Tierney, Heather L. R. - In: International advances in economic research : IAER ; an … 25 (2019) 1, pp. 39-63
Persistent link: https://www.econbiz.de/10012233405
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Semi-parametric estimates of Taylor rules for a small, open economy : evidence from Switzerland
Nitschka, Thomas; Markov, Nikolay - In: German economic review 17 (2016) 4, pp. 478-490
Persistent link: https://www.econbiz.de/10011665776
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Moving Average Stochastic Volatility Models with Application to Inflation Forecast
Chan, Joshua C. C. - 2013
-of-sample forecast performance than the standard variants with only stochastic volatility …
Persistent link: https://www.econbiz.de/10013080937
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Moving average stochastic volatility models with application to inflation forecast
Chan, Joshua C. C. - In: Journal of econometrics 176 (2013) 2, pp. 162-172
Persistent link: https://www.econbiz.de/10009786503
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Moving average stochastic volatility models with application to inflation forecast
Chan, Joshua C. C. - 2013
Persistent link: https://www.econbiz.de/10009750019
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ARIMA forecast of Nigerian inflation rates with Covid-19 pandemic event in focus
Oduntan, Emmanuel A.; Ajayi, Olusola Osho - In: Theoretical and applied economics : GAER review 30 (2023) 4/637, pp. 83-98
Persistent link: https://www.econbiz.de/10014520241
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Iterative plug-in algorithms for SEMIFAR models
Beran, Jan; Feng, Yuanhua - 2001
Persistent link: https://www.econbiz.de/10001672564
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Iterative plug-in algorithms for SEMIFAR models : definition, convergence and asymptotic properties
Beran, Jan; Feng, Yuanhua - 2001
Persistent link: https://www.econbiz.de/10001672842
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Detailed simulation results
Beran, Jan; Feng, Yuanhua - 2001
Persistent link: https://www.econbiz.de/10001672848
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Semi-nonparametric discrete event forecasting in economics and finance
Guo, Guang - 2004
Persistent link: https://www.econbiz.de/10003909272