arevages (ARIMA) thet better it is adjusted to he temporary series for forecast ends four models they are introduced candidates … that better it is adjusted to the series it is ARIMA (1,0,3). It is verified, through a forecast fomer-in the face of based … integrado com médias móveis (ARIMA) que melhor se ajusta à série temporal para fins de previsão são apresentados quatro modelos …

main uses of consumer price statistics, paying particular attention to inflation forecasting with econometric models. Some …

interested in combining discrete forecasts from competing Markov-switching models. In the empirical application, we forecast U …

activities in the commodity markets over the past decade to price inflation. The paper argues that government regulatory policies …

Trueman [1994] provides a model of forecasting behavior in which analysts do not always make forecasts that are … sessions to investigate individual forecasting behavior. In each session, four individuals predict earnings based on possibly … divergent information. We manipulate forecast ability so that two individuals are strong analysts and two are weak. In three …

models used by the Banco de España to monitor consumer price inflation and forecast its future trends. The strategy followed … models that allow for a slowly evolving local mean when forecasting inflation …

average forecast accuracy of models that incorporate information on inflation expectations from the ECB’s SPF and Consensus … Economics compared to their counterparts that do not. The gains in forecast accuracy from incorporating inflation expectations … lead to systematic improvements in forecast performance. Individual models we consider are typically better than univariate …

-based forecasts, ARIMA, andunrestricted Vector Autoregressive (VAR) models. Quarterly data are available from 1975.Ithrough 2007.IV …