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Cointegration analysis with mixed-frequency data
Seong, Byeongchan (contributor); Ahn, Sung K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003496561
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Cointegration Analysis with Mixed-Frequency Data
Seong, Byeongchan; Ahn, Sung K.; Zadrozny, Peter A. - 2021
We develop a method for directly modeling cointegrated multivariate time series that are observed in mixed frequencies. We regard lower-frequency data as regularly (or irregularly) missing and treat them with higher-frequency data by adopting a state-space model. This utilizes the structure of...
Persistent link: https://www.econbiz.de/10013317180
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Inflation and the divergence of relative prices : evidence from a cointegration analysis
Scharff, Juliane - In: Advances in statistical analysis : AStA ; a journal of … 91 (2007) 2, pp. 141-158
Persistent link: https://www.econbiz.de/10003525362
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Forecasting consumer price index inflation in India : vector error correction mechanism vs. dynamic factor model approach for non-stationary time series
Bhattacharya, Rudrani; Kapoor, Mrigankshi - 2020
Persistent link: https://www.econbiz.de/10012542444
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Inflation and economic growth link - multi-country scenario
Ahmmed, Monir; Uddin, Md. Nezum; Rafiq, Md. Rafiqul Islam; … - In: International journal of economics and financial issues … 10 (2020) 4, pp. 47-53
Persistent link: https://www.econbiz.de/10012300383
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Causal nexus between inflation and economic growth of Japan
Singh, Shailender; Amar Singh - In: Iranian economic review : journal of University of Tehran 19 (2015) 3, pp. 265-278
Persistent link: https://www.econbiz.de/10011456661
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Inflation bias and output growth in Nigeria
Atanda, Mustapha Saidi; Akeem Ade, Nureni-Balogun; … - In: Asian African journal of economics and econometrics 13 (2013) 2, pp. 209-225
Persistent link: https://www.econbiz.de/10010353712
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Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?
Aron, Janine; Muellbauer, John - 2010
Persistent link: https://www.econbiz.de/10003994459
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Triangular relationship between energy consumption, price index and national income in Asian countries : a pooled mean group approach in presence of structural breaks
Mehmood, Bilal; Raza, Syed Hassan; Rana, Mahwish; … - In: International Journal of Energy Economics and Policy : IJEEP 4 (2014) 4, pp. 610-620
Persistent link: https://www.econbiz.de/10011286645
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Causality between wholesale price and consumer price indices in India : an empirical investigation in the frequency domain
Tiwari, Aviral Kumar - In: Indian growth and development review 5 (2012) 2, pp. 151-172
Persistent link: https://www.econbiz.de/10009668318