Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging
Year of publication: |
2008-11
|
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Authors: | Jumah, Adusei ; Kunst, Robert M. |
Institutions: | Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) |
Subject: | Threshold cointegration | Parametric bootstrap | Model averaging |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 231 25 pages |
Classification: | C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E47 - Forecasting and Simulation |
Source: |
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Jumah, Adusei, (2008)
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Jumah, Adusei, (2016)
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Mutu, Simona, (2011)
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Forecasting Seasonally Cointegrated Systems: Supply Response in Austrian Agriculture
Jumah, Adusei, (1995)
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Jumah, Adusei, (2004)
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The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa
Jumah, Adusei, (1999)
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