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Rationality and seasonality : evidence from inflation forecasts
Goldstein, Nathan; Zilberfarb, Ben-Zion - In: Economics letters 150 (2017), pp. 86-90
Persistent link: https://www.econbiz.de/10011764807
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Seasonal commodities, high inflation and index number theory
Diewert, W. Erwin - 1996
Persistent link: https://www.econbiz.de/10000584551
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Forecasting annual inflation with seasonal monthly data : using levels versus logs of the underlying price index
Lütkepohl, Helmut; Fang, Xu - 2009
Persistent link: https://www.econbiz.de/10003899914
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The analysis of seasonal long memory : the case of Spanish inflation
Arteche, Josu - In: Oxford bulletin of economics and statistics 69 (2007) 6, pp. 749-772
Persistent link: https://www.econbiz.de/10003595765
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Seasonality in inflation volatility : evidence from Turkey
Berument, Hakan; Sahin, Afsin - In: Journal of applied economics 13 (2010) 1, pp. 39-65
Persistent link: https://www.econbiz.de/10008655062
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Using seasonal models to forecast short-run inflation in Mexico
Capistrán Carmona, Carlos; Constandse, Christian; … - 2009
inflation’s total variation in Mexico. In this context, we study the performance of seasonal time series models to forecast … ; bottom-up forecasting ; forecast combination ; hierarchical time series ; inflation targeting ; multi-horizon evaluation …
Persistent link: https://www.econbiz.de/10003857101
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An application of a new seasonal unit root test to inflation
Narayan, Paresh Kumar; Popp, Stephan - In: International review of economics & finance : IREF 20 (2011) 4, pp. 707-716
Persistent link: https://www.econbiz.de/10009303880
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Modelling seasonalities in nonlinear inflation rates using SEASETARs
Gooijer, Jan G. de; Vidiella-i-Anguera, Antoni - 2000
In this paper, we present a new time series model, whichdescribes self-exciting threshold autoregressive (SETAR) nonlinearityand seasonality simultaneously. The model is termed multiplicativeseasonal SETAR (SEASETAR). It can be viewed as a special case of ageneral non-multiplicativeSETAR model...
Persistent link: https://www.econbiz.de/10011304390
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Predicting inflation rates of Nigeria using a seasonal Box-Jenkins model
Etuk, Ette Harrison - In: Journal of statistical and econometric methods 1 (2012) 3, pp. 27-36
Time series analysis of Nigerian monthly Inflation Rates (INFL) Data is done. It is observed that it is seasonal. Based on its autocorrelation structure as depicted by the correlogram, the multiplicative seasonal autoregressive integrated moving average (ARIMA) model, (1, 1, 0)x(0, 1, 1)12, is...
Persistent link: https://www.econbiz.de/10009769978
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Forecasting annual inflation with seasonal monthly data : using levels versus logs of the underlying price index
Luetkepohl, Helmut; Fang, Xu - In: Journal of time series econometrics 3 (2011) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10009623577