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Forecasting inflation by using the sub-groups of both CPI and WPI : evidence from auto regression (AR) and ARIMA models

Ahmed, Rizwan Raheem; Štreimikienė, Dalia; Ghauri, … - In: Romanian journal of economic forecasting 24 (2021) 2, pp. 144-161

Persistent link: https://www.econbiz.de/10012587203

Forecasting Austrian HICP and its components using VAR and ARIMA models

Fritzer, Friedrich; Moser, Gabriel; Scharler, Johann - 2002

Persistent link: https://www.econbiz.de/10001705349

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 …

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

Comparison between Static and Dynamic Forecast in Autoregressive Integrated Moving Average for Seasonally Adjusted Headline Consumer Price Index

Jackson, Emerson Abraham - 2018

This empirical study has provided interpretive outcome from a univariate forecast using Box-Jenkins ARIMA methodology. The HCPI_SA seasonally adjusted data for Sierra Leone shows a robust model outcome with three months ahead prediction based on the STATIC method result. Test results like...

Persistent link: https://www.econbiz.de/10012921747

Factors affecting inflation in Nigeria

Olasunkanmi, Olaitan Rafiu; Oladipo, Olajide Sunday - In: International journal of monetary economics and finance … 13 (2020) 6, pp. 545-568

Persistent link: https://www.econbiz.de/10012515337

Long memory time series and short term forecasts

Man, K. S. - In: International journal of forecasting 19 (2003) 3, pp. 477-491

Persistent link: https://www.econbiz.de/10001793031

Inflation forecasting for 2004 - 2005

Urgamalsuvd, N. (contributor) - In: Research bulletin / Bank of Mongolia, Monetary Policy … 8 (2004), pp. 1-15

Persistent link: https://www.econbiz.de/10003284092

Long memory and ARFIMA modelling : the case of CPI inflation rate in Ghana

Boateng, Alexander; Gil-Alaña, Luis A.; 'Maseka, Lesaoana - In: The journal of developing areas 50 (2016) 3, pp. 287-304

Persistent link: https://www.econbiz.de/10011612974

Modelling persistence in the conditional mean of inflation using the ARFIMA process with GARCH and GJR-GARCH innovations : the case of Ghana and South Africa

Boateng, Alexander; Lesaoana, Maseka; Siweya, Hlengani; … - In: African review of economics & finance : AREF : (a … 9 (2017) 2, pp. 96-130

Persistent link: https://www.econbiz.de/10011780438

Bayesian approach for Indonesia inflation forecasting

Amry, Zul - In: International journal of economics and financial issues … 8 (2018) 5, pp. 96-102

Persistent link: https://www.econbiz.de/10011979753