Using Seasonal Models to Forecast Short-Run Inflation in Mexico.
Year of publication: |
2009-07
|
---|---|
Authors: | Capistrán, Carlos ; Constandse, Christian ; Francia, Manuel Ramos |
Institutions: | Banco de México |
Subject: | Aggregated forecasts | bottom-up forecasting | forecast combination | hierarchical time series | inflation targeting | multi-horizon evaluation | seasonal unit roots |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2009-05 |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; E37 - Forecasting and Simulation |
Source: |
-
Using seasonal models to forecast short-run inflation in Mexico
Capistrán, Carlos, (2009)
-
Combining disaggregate forecasts for inflation: The SNB's ARIMA model
Kaufmann, Daniel, (2013)
-
Forecasting GDP at the regional level with many predictors
Lehmann, Robert, (2013)
- More ...
-
Exchange Rate Pass-Through to Prices: Evidence from Mexico
Capistrán, Carlos, (2011)
-
Policy Response to External Shocks: Lessons from the Crisis
Capistrán, Carlos, (2011)
-
A Note on the Predictive Content of PPI over CPI Inflation: The Case of Mexico
Sidaoui, José Julián, (2009)
- More ...