Silvapulle, Param; Hewarathna, Ramya - Department of Economics and Finance, La Trobe Business … - 1997
This paper considers various models including univariate time series and the ones emerging from the Fisher effect and/or the term structure of interest rates for Australian inflation forecasting, and assesses their in-sample and out-of-sample forecast power properties. The CPI seroes, 90-days...
