Search Results - subject:"Price Gap Model"

P-star model for India : a nonlinear approach

Chaubal, Aditi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-28

Persistent link: https://www.econbiz.de/10011966087

Measuring Inflationary Pressure in Bangladesh: The P-Star Approach

Mujeri, Mustafa. K.; Shahiduzzaman, Md.; Islam, Md. Ezazul - eSocialSciences - 2009

The paper estimates the P* model for Bangladesh economy and test its forecasting ability through generating recursive forecasts. The empirical result shows that the model performs relatively well and contains additional information regarding future rates of inflation. The price and output gap...

Persistent link: https://www.econbiz.de/10004979268

Do gap models still have a role to play in forecasting inflation?

Kamal, Lillian - In: The international journal of business and finance … 8 (2014) 3, pp. 1-12

Persistent link: https://www.econbiz.de/10010241921

Do GAP Models Still have a Role to Play in Forecasting Inflation?

Kamal, Lillian - In: The International Journal of Business and Finance Research 8 (2014) 3, pp. 1-12

inflation tend to forecast inflation better than large statistical models. This paper re-visits the price gap model where the … price gap model is tested against atheoretic models based simply on past information, and a structural output gap model. The … overall results indicate that the price gap model does in fact display the lowest forecast error over the shorter term …

Persistent link: https://www.econbiz.de/10011143932