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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

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

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

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

Semi-nonparametric discrete event forecasting in economics and finance

Guo, Guang - 2004

Persistent link: https://www.econbiz.de/10003909272

Forecasting the Romanian inflation rate : an Autoregressive Integrated Moving-Average (ARIMA) approach

Mihalache, Rareș-Petru; Bodislav, Dumitru Alexandru - In: Theoretical and applied economics : GAER review 30 (2023) 1/634, pp. 67-76

Persistent link: https://www.econbiz.de/10014433983

On the predictability of inflation rate in Ghana : a Box-Jenkins approach

Magnus, Frimpong Joseph; Fosu, Oteng-Abayie Eric - In: International journal of economic perspectives : IJEP 5 (2011) 1, pp. 55-66

Persistent link: https://www.econbiz.de/10011587450

Short-run forecasting of core inflation in Ukraine : a combined ARMA approach

Krukovets, Dmytro; Verchenko, Olesia - In: Visnyk Nacionalʹnoho Banku Ukrai͏̈ny (2019) 248, pp. 11-20

Persistent link: https://www.econbiz.de/10012216285

Forecasting of Sudan inflation rates using ARIMA model

Abdulrahman, Badreldin Mohamed Ahmed; Ahmed, Abuzar … - In: International journal of economics and financial issues … 8 (2018) 3, pp. 17-22

Persistent link: https://www.econbiz.de/10011978906

Combining disaggregate forecasts for inflation : the SNB's ARIMA model

Huwiler, Marco; Kaufmann, Daniel - 2013

This study documents the SNB's ARIMA model based on disaggregated CPI data used to produce inflation forecasts over the short-term horizon, and evaluates its forecasting performance. Our findings suggest that the disaggregate ARIMA model for the Swiss CPI performed better than relevant...

Persistent link: https://www.econbiz.de/10009735786