Similar Search Results

Econometric Models for Oil Price Forecasting: A Critical Survey

Frey, Giliola; Manera, Matteo; Markandya, Anil; Scarpa, … - In: CESifo Forum 10 (2009) 1, pp. 29-44

Persistent link: https://www.econbiz.de/10005013101

Money-based Inflation Risk Indicator: A Regime Switching Model

Deryugina, E.; A. Ponomarenko. - In: VOPROSY ECONOMIKI 9 (2013)

We examine the relationship between probability of large fluctuations of inflation rate and monetary developments. With this purpose we identify the periods of high inflation regime for the cross-section of 15 transition economies. The obtained results are used to estimate the panel probit...

Persistent link: https://www.econbiz.de/10010860810

Estimating Output Gap and Potential Output for Russia and Its Usefulness by Forecasting Inflation

Kloudova, Dana - In: International Journal of Economic Sciences 4 (2015) 1, pp. 45-59

This paper deals with an estimation of output gap and potential output for Russian’s economy. Three methods of … estimation have been used for estimating these two unobservable variables: Hodrick-Prescott filter, production function and SVAR … model. All methods of estimation showed very similar course, although obtained values were not identical. Then obtained …

Persistent link: https://www.econbiz.de/10011209928

Estimating Output Gap and Potential Output for Russia and Its Uselfulness by Forecasting Inflation

Dana, Kloudová - International Institute of Social and Economic Sciences - 2014

This paper deals with an estimation of output gap and potential output for Russian´s economy. Three methods of … estimation have been used for estimating these two unobservable variables: Hodrick-Prescott filter, production function and SVAR … model. All methods of estimation showed very similar course, although an obtained values were not identical. Then obtained …

Persistent link: https://www.econbiz.de/10011210378

Modelling inflation in the Euro Area

Jansen, Eilev S. - Norges Bank - 2004

The paper presents an incomplete competition model (ICM), where inflation is determined jointly with unit labour cost growth. The ICM is estimated on data for the Euro area and evaluated against existing models, i.e. the implicit inflation equation of the Area Wide model (AWM) - cf. Fagan, Henry...

Persistent link: https://www.econbiz.de/10005292515

Bagging Time Series Models

Kilian, Lutz; Inoue, Atsushi - Econometric Society - 2004

A common problem in out-of-sample prediction is that there are potentially many relevant predictors that individually have only weak explanatory power. We propose bootstrap aggregation of pre-test predictors (or bagging for short) as a means of constructing forecasts from multiple regression...

Persistent link: https://www.econbiz.de/10005342193

Real-time data and business cycle analysis in Germany

Döpke, Jörg - Deutsche Bundesbank - 2004

This paper examines the consequences of using "real-time" data for business cycle analysis in Germany based on a novel data set covering quarterly real output data from 1968 to 2001. Real-time output gaps are calculated. They differ considerably from their counterparts based on the most recent...

Persistent link: https://www.econbiz.de/10005083158

Forecasting Inflation in the Netherlands and the Euro Area

Reijer, A.H.J. den; Vlaar, P.J.G. - de Nederlandsche Bank - 2003

In this study we build two forecasting models to predict inflation for the Netherlands and for the euro area. Inflation is the yearly change of the Harmonised Index of Consumer Prices (HICP). The models provide point forecasts and prediction intervals for both the subcomponents of the HICP and...

Persistent link: https://www.econbiz.de/10005021864

Inflation in Croatia with outlook to future

Paunić, Alida - Volkswirtschaftliche Fakultät, … - 2007

Central Banks have gained much credibility in controlling one important macroeconomic variable: inflation. This paper tries to examine the relation between inflation and other economic variables in Croatia by searching for the best forecasting model.

Persistent link: https://www.econbiz.de/10005260090

Latvia’s incoming in European Union economic effect estimation

Skribans, Valerijs - Volkswirtschaftliche Fakultät, … - 2010

Joining the European Union big opportunities in the international markets have opened for Latvia. Paper purpose is to investigate influence of international integration processes on development of economy of Latvia. In the paper Latvian economic indicators before and after entering the EU are...

Persistent link: https://www.econbiz.de/10009216353