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

and our analysis is based on linear models, ARIMA and bivariate transfer functions and restricted VAR. Forecasting …This paper reports results from a forecasting study for inflation, industrial output and exchange rates for India. We … find that the bivariate models improve upon the forecasts of the ARIMA model while for models based on monthly data the …

accomplished quite easily using Stata's arima command. The classic text for transfer function modeling is Box, Jenkins, and Reinsel …

forecasting horizon we either favour a denoising step plus an ARIMA forecast or an multiscale wavelet decomposition plus an ARIMA … incorporating the wavelet transform in existing forecasting methods can improve their quality. The article aims to verify this by … characteristics. We find that wavelets do improve the forecasting quality. Depending on the data's characteristics and on the …