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On time series modeling of Nigeria's external reserves
Doguwa, Sani I.; Alade, Sarah O. - In: CBN journal of applied statistics 6 (2015) 1, pp. 1-28
autoregressive integrated moving average (SARIMA), seasonal autoregressive integrated moving average with an exogenous input (SARIMA …-X) and an autoregressive distributed lag (ARDL) processes. The performances of the proposed models are compared with the … existing model obtained using an autoregressive integrated moving average (ARIMA) process using the pseudo …
Persistent link: https://www.econbiz.de/10011473622
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Short-Term Forecasting of Inflation in Bangladesh with Seasonal ARIMA Processes
Akhter, Tahsina - Volkswirtschaftliche Fakultät, … - 2013
Average (SARIMA) models proposed by Box, Jenkins, and Reinsel (1994). CUSUM, Quandt likelihood ratio (QLR) and Chow test have … series and using CPI data from September 2009 to December 2012, the ARIMA(1,1,1)(1,0,1)12 models were estimated and …
Persistent link: https://www.econbiz.de/10011113416
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Time Series Modeling and Forecasting Information: Evidence from Nigeria
Kelikume, Ikechukwu; Salami, Adedoyin - In: The International Journal of Business and Finance Research 8 (2014) 2, pp. 41-51
A major concern of entrepreneurs and monetary authorities in Nigeria in the past decades was successful prediction general price level movements. The results allow successful planning on the part of monetary authorities and continued profit drive on the part of entrepreneurs and investors. This...
Persistent link: https://www.econbiz.de/10010943317
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Estimating and forecasting the impact of inflation on economic growth in Nigeria using threshold analysis
Okoroafor, David O. K.; Adeniji, Sesan O.; Olasehinde, … - In: CBN Journal of Applied Statistics 09 (2018) 1, pp. 1-22
Distributed Lag (ARDL), Autoregressive Integrated Moving Av- erage (ARIMA) and a multivariate time series Vector Autoregressive …
Persistent link: https://www.econbiz.de/10011961668
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Estimating and forecasting the impact of inflation on economic growth in Nigeria using threshold analysis
Okoroafor, David O. K.; Adeniji, Sesan O.; Olasehinde, … - In: CBN journal of applied statistics 9 (2018) 1, pp. 1-22
Distributed Lag (ARDL), Autoregressive Integrated Moving Av- erage (ARIMA) and a multivariate time series Vector Autoregressive …
Persistent link: https://www.econbiz.de/10011922677
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Forecasting and policy making
Wieland, Volker; Wolters, Maik Hendrik - 2012
Persistent link: https://www.econbiz.de/10010368564
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Uncertain potential output: implications for monetary policy
Ehrmann, Michael; Smets, Frank - 2001
This paper uses a small, calibrated forward-looking model of the euro-area economy to investigate the implications of incomplete information about potential output for the conduct and the design of monetary policy. Three sets of issues are examined. First, the certainty-equivalent optimal policy...
Persistent link: https://www.econbiz.de/10011604105
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The short-term impact of government budgets on prices: evidence from macroeconomic models
Henry, Jérôme; Hernández de Cos, Pablo; Momigliano, … - 2004
This paper reviews the existing empirical evidence on the short-term impact on prices of fiscal variables and assesses it against new results from harmonised simulations, conducted with six well-established econometric models used by the ECB and five national central banks (NCBs) of the...
Persistent link: https://www.econbiz.de/10011604442
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Money and prices in models of bounded rationality in high inflation economies
Marcet, Albert; Nicolini, Juan Pablo - 2005
This paper studies the short run correlation of inflation and money growth. We study whether a model of learning does better or worse than a model of rational expectations, and we focus our study on countries of high inflation. We take the money process as an exogenous variable, estimated from...
Persistent link: https://www.econbiz.de/10011604515
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Understanding and forecasting aggregate and disaggregate price dynamics
Bermingham, Colin; D’Agostino, Antonello - 2011
The issue of forecast aggregation is to determine whether it is better to forecast a series directly or instead construct forecasts of its components and then sum these component forecasts. Notwithstanding some underlying theoretical results, it is generally accepted that forecast aggregation is...
Persistent link: https://www.econbiz.de/10011605411