considered for themodelling of economic time series. The focus of this paper is on thesimultaneous estimation of parameters … concerned with themodelling and forecasting of two U.S. macroeconomic time series:inflation and industrial production. …

while ARIMA model gives the most accurate forecast of twelve-month inflation in EU countries. The Holt-Winters (additive and … fact that the European Union has been implementing a policy of strict inflation targeting for a long time, so the ARIMA … models give the most accurate forecast of inflation future values. In the countries of the Western Balkans the targeting …

The purpose of this paper is to measure the degree of persistence of the overall, core, food and energy Harmonized … statistically significant level of persistence in four HICP-EAs: headline, core, food and energy. Moreover, contrary to popular … are more volatile and more persistent than the other two price indexes. Our results also show a reduction in persistence …

The purpose of this paper is to measure the degree of persistence of the overall, core, food and energy Harmonized … statistically significant level of persistence in four HICP-EAs: headline, core, food and energy. Moreover, contrary to popular … are more volatile and more persistent than the other two price indexes. Our results also show a reduction in persistence …

This paper is an empirical study of the links between monetary variables and inflation based on Cagan`s equation and … differenced model overcomes Evans` critique of this test and that chronic inflation is essentially a monetary phenomenon caused by …

-mean autoregressive model can be used to describe characteristic features in inflation series. This implies that we decompose the … inflation process into a slowly moving nonstationary component and dynamic short-run fluctuations around it. An important … quantity to be forecast. This makes it possible to form a single model-based inflation forecast that also incorporates the …

-mean autoregressive model can be used to describe characteristic features in inflation series. This implies that we decompose the … inflation process into a slowly moving nonstationary component and dynamic short-run fluctuations around it. An important … quantity to be forecast. This makes it possible to form a single model-based inflation forecast that also incorporates the …

time series driven by expectation relationships. We consider inflation data on the G7 countries to illustrate these results. …