Narrow search
Showing 1 - 10 of 9,780
Cover Image
Inflation Analysis: An Overview
Quinn, Terry; Kenny, Geoff; Meyler, Aidan - Volkswirtschaftliche Fakultät, … - 1999
The purpose of this article is to describe how inflation analysis and forecasting has been carried out in the Bank … methods such as autoregressive integrated moving average (ARIMA), vector autoregressive (VAR) and Bayesian VAR (BVAR) models …
Persistent link: https://www.econbiz.de/10005786958
Cover Image
Understanding and forecasting aggregate and disaggregate price dynamics
Bermingham, Colin; Antonello D’Agostino - In: Empirical Economics 46 (2014) 2, pp. 765-788
There are doubts regarding the empirical benefits of forecast aggregation. Theoretical research clearly supports forecast aggregation but conflicting results exist in the empirical literature. We search the literature for empirical regularities. One important issue often cited is estimation...
Persistent link: https://www.econbiz.de/10010758680
Cover Image
Nowcasting norwegian GDP: the role of asset prices in a small open economy
Aastveit, Knut; Trovik, Tørres - In: Empirical Economics 42 (2012) 1, pp. 95-119
Persistent link: https://www.econbiz.de/10010994463
Cover Image
An Empirical BVAR-DSGE Model of the Australian Economy
Langcake, Sean; Robinson, Tim - Reserve Bank of Australia - 2013
autoregression (BVAR). We treat the world economy as being observed and exogenous to the small economy, rather than unobserved, as … find that the forecasts from a BVAR that uses this DSGE model as a prior are generally more accurate than those from the …
Persistent link: https://www.econbiz.de/10010815229
Cover Image
DSGE-CH: A dynamic stochastic general equilibrium model for Switzerland
Dellas, Harris; Natal, Jean-Marc; Cuche-Curti, Nicolas A. - Schweizerische Nationalbank (SNB) - 2009
monetary policy decision process at the Swiss National Bank. In addition to forecasting the likely course of main macro …
Persistent link: https://www.econbiz.de/10008471879
Cover Image
Nowcasting Norwegian GDP: The role of asset prices in a small open economy
Aastveit, Knut Are; Trovik, Tørres G. - Norges Bank - 2008
This paper finds that asset prices on Oslo Stock Exchange is the single most important block of data to improve estimates of current quarter GDP in Norway. Other important blocks of data are labor market data and industrial production indicators. We use an approximate dynamic factor model that...
Persistent link: https://www.econbiz.de/10005063074
Cover Image
A dynamic stochastic general equilibrium model for Switzerland
Cuche-Curti, Nicolas Alexis; Dellas, Harris; Natal, … - Schweizerische Nationalbank (SNB) - 2009
monetary policy decision process at the Swiss National Bank. In addition to forecasting the likely course of main macro …
Persistent link: https://www.econbiz.de/10008925071
Cover Image
A study of the relation between inflation and exchange rates in the Fiji islands: a cointegration and vector error correction approach
Paul, Muthucattu Thomas; Tang, Yih Pin; Bhatt, Markand - In: Journal of Developing Areas 48 (2014) 4, pp. 1-20
shocks on inflation in Fiji. How the domestic inflation in a pegged exchange rate system is aligned with international price … also shows that due to the exchange rate depreciation, inflation has increased for many years in Fiji. The policy …
Persistent link: https://www.econbiz.de/10011212985
Cover Image
Financial Liberalization and Inflationary Dynamics in the Context of a Small Open Economy
Gupta, Rangan - Department of Economics, Faculty of Economic and … - 2005
The paper develops a short-run model of a small open financially repressed economy characterized by unorganized money markets, intermediate good imports, capital mobility and flexible exchange rates. The analysis shows that financial liberalization, in the form of increased rate of interest on...
Persistent link: https://www.econbiz.de/10005773168
Cover Image
Financial Liberalization and the Dynamics of Inflation, the Nominal Exchange Rate and the Terms of Trade
Gupta, Rangan - Department of Economics, Faculty of Economic and … - 2005
convertibility. The analysis shows that the effect of financial liberalization on rate of inflation and the movements of the nominal …
Persistent link: https://www.econbiz.de/10005773210