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Bilinear forecast risk assessment for non-systematic inflation: Theory and evidence

Charemza, Wojciech; Kharin, Yuriy; Maevskiy, Vladislav - Department of Economics, Leicester University - 2012

The paper aims at assessing the forecast risk and the maximum admissible forecast horizon for the non-systematic component of inflation modeled autoregressively, where a distortion is caused by a simple first-order bilinear process. The concept of the guaranteed upper risk of forecasting and the...

Persistent link: https://www.econbiz.de/10010583448

Parallel markets, excess demand and virtual prices : an empirical approach

Charemza, Wojciech - In: European economic review : EER 34 (1990) 2, pp. 331-339

Persistent link: https://www.econbiz.de/10001091042

Is inflation stationary?

Charemza, Wojciech; Hristova, Daniela; Burridge, Peter - In: Applied economics 37 (2005) 8, pp. 901-903

Persistent link: https://www.econbiz.de/10002801857

Czy warto liczyć inflacje̜ bazowa̜?

Charemza, Wojciech; Chwiejczak, Piotr; Woźniak, Przemysław - 2001

Persistent link: https://www.econbiz.de/10001682265

Stability price index, core inflation and output volatility

Charemza, Wojciech; Shah, Imran - In: Applied economics letters 20 (2013) 7/9, pp. 737-741

Persistent link: https://www.econbiz.de/10009761763

Making the most of high inflation

Charemza, Wojciech; Makarova, Svetlana D.; Shah, Imran - 2013

Persistent link: https://www.econbiz.de/10009766986

Bilinear forecast risk assessment for non-systematic inflation : theory and evidence

Charemza, Wojciech; Kharin, Yuriy; Maevskiy, Vladislav - In: Advances in non-linear economic modeling : theory and …, (pp. 205-232). 2014

Persistent link: https://www.econbiz.de/10010251562

Too many skew normal distributions? : the practitioner's perspective

Charemza, Wojciech; Vela, Carlos Díaz; Makarova, … - 2013

Persistent link: https://www.econbiz.de/10009743710

Inflation fan charts, monetary policy and skew normal distribution

Charemza, Wojciech; Vela, Carlos Díaz; Makarova, … - 2013

Persistent link: https://www.econbiz.de/10009743713

Making the most of high inflation

Charemza, Wojciech; Makarova, Svetlana D.; Shah, Imran - 2013

Persistent link: https://www.econbiz.de/10009743743

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