Abstract This study employs an error-correction SETAR model to analyse the non-linearities in the behaviour of the mark …

for their four roles: description and object of analysis, tool for analysis and forecasting, tool for communication and …

finance; for such tasks as pattern reorganization, and time series forecasting, have dramatically increased. Many central … banks use forecasting models based on ANN methodology for predicting various macroeconomic indicators, like inflation, GDP … ANN model with conventional univariate time series forecasting models such as AR(1) and ARIMA based models and observed …

forecasting models, from ones classified as “medium-term” to those covering longer forecasting periods. Based on the analysis of …

deflator, it provides a root mean square forecasting error (RMFSE) of 1.0% at a four-year horizon for the period between 1971 …

obtained for the USA is characterized by A1=4.0, A2=-0.03075, and t1=2 years. It provides a root mean square forecasting error … (RMFSE) of 0.8% at a two-year horizon for the period between 1965 and 2002 (the best among other inflation forecasting models … relation between macroeconomic and population variables, to a practical one - an accurate out-of-sample inflation forecasting …