Narrow search
Showing 1 - 4 of 4
Cover Image
Working Paper 73
Moser, Gabriel; Scharler, Johann; Fritzer, Friedrich - Oesterreichische Nationalbank - 2002
The purpose of this paper is to evaluate the performance of VAR and ARIMA models to forecast Austrian HICP inflation. Additionally, we investigate whether disaggregate modelling of five subcomponents of inflation is superior to specifications of headline HICP inflation. Our modelling procedure...
Persistent link: https://www.econbiz.de/10010727794
Cover Image
Forecasting Austrian HICP and its Components using VAR and ARIMA Models
Fritzer, Friedrich; Moser, Gabriel; Scharler, Johann - Oesterreichische Nationalbank - 2002
The purpose of this paper is to evaluate the performance of VAR and ARIMA models to forecast Austrian HICP inflation. Additionally, we investigate whether disaggregate modelling of five subcomponents of inflation is superior to specifications of headline HICP inflation. Our modelling procedure...
Persistent link: https://www.econbiz.de/10005802646
Cover Image
A Marginal Model Approach for Analysis of Multi-reader Multi-test Receiver Operating Characteristic (ROC) Data
Song, Xiao; Zhou, Xiao-Hua - Berkeley Electronic Press - 2004
The receiver operating characteristic (ROC) curve is a popular tool to characterize the capabilities of diagnostic …
Persistent link: https://www.econbiz.de/10005751055