Narrow search
Showing 1 - 10 of 94,050
Cover Image
Long memory and ARFIMA modelling : the case of CPI inflation rate in Ghana
Boateng, Alexander; Gil-Alaña, Luis A.; 'Maseka, Lesaoana - In: The journal of developing areas 50 (2016) 3, pp. 287-304
Persistent link: https://www.econbiz.de/10011612974
Cover Image
ARIMA forecast of Nigerian inflation rates with Covid-19 pandemic event in focus
Oduntan, Emmanuel A.; Ajayi, Olusola Osho - In: Theoretical and applied economics : GAER review 30 (2023) 4/637, pp. 83-98
Persistent link: https://www.econbiz.de/10014520241
Cover Image
Estimating Taylor rules for Switzerland : evidence from 2000 to 2012
Markov, Nikolay; Nitschka, Thomas - 2013
Persistent link: https://www.econbiz.de/10010208704
Cover Image
Moving average stochastic volatility models with application to inflation forecast
Chan, Joshua C. C. - In: Journal of econometrics 176 (2013) 2, pp. 162-172
Persistent link: https://www.econbiz.de/10009786503
Cover Image
State correlation and forecasting : a Bayesian approach using unobserved components models
Uzeda, Luis - 2016
Persistent link: https://www.econbiz.de/10011499847
Cover Image
On the forecasting ability of ARFIMA models when infrequent breaks occur
Gabriel, Vasco J.; Martins, Luís Filipe - In: The econometrics journal 7 (2004) 2, pp. 455-475
Persistent link: https://www.econbiz.de/10002463501
Cover Image
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo; Chan, Joshua; Cross, Jamie - In: International journal of forecasting 36 (2020) 4, pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Cover Image
Forecasting inflation rate in India
Karthikeyan, Parthasarathy; Manikandan, M.; Mani, N.; … - In: Finance India : the quarterly journal of Indian … 35 (2021) 4, pp. 1209-1220
Persistent link: https://www.econbiz.de/10013272317
Cover Image
Moving Average Stochastic Volatility Models with Application to Inflation Forecast
Chan, Joshua C. C. - 2013
We introduce a new class of models that has both stochastic volatility and moving average errors, where the conditional mean has a state space representation. Having a moving average component, however, means that the errors in the measurement equation are no longer serially independent, and...
Persistent link: https://www.econbiz.de/10013080937
Cover Image
On the predictability of inflation rate in Ghana : a Box-Jenkins approach
Magnus, Frimpong Joseph; Fosu, Oteng-Abayie Eric - In: International journal of economic perspectives : IJEP 5 (2011) 1, pp. 55-66
Persistent link: https://www.econbiz.de/10011587450