We test and report on time series modelling and forecasting using several US. Leading economic indicators (LEI) as an … input to forecasting real US. GDP and the unemployment rate. These time series have been addressed before, but our results … unemployment rate series. We tested the forecasting ability of best univariate and best bivariate models over 60- and 120-period …

volatility information improves the day volatility estimation. The results indicate a forecasting improvement using bivariate …

walk model suggests that the forecasting performance of the monetary model is superior. …

variables or which ones to use. The results of a recursive forecasting exercise reveal a statistically significant increase in …

The hierarchical structure of the Colombian Consumer Price Index (CPI) makes possible to calculate inflation as a … inflation using a lineal combination of the forecasts of these components, i.e. a "bottom to top" approach. In this paper, we … compared with an aggregate forecast using a SARIMA model. Our results show that a "bottom to top" method to forecast inflation …

large dataset are best suited for forecasting headline inflation. The results also show that models with a larger number of …The paper presents forecasts of headline and core inflation in Estonia with factor models in a recursive pseudo out … (VAR) forecasting models. The analyses show that certain factor-augmented VAR models improve upon a simple univariate …

The paper examines the determinants of inflation in some West African countries. Using the Johansen technique and time … series between 1970q1 and 2010q4 the study determines whether inflation in these African countries is mainly imported (via … supply, exchange rate movements, income and foreign prices have significant influences on the inflation rate in the long run …