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main uses of consumer price statistics, paying particular attention to inflation forecasting with econometric models. Some …
Persistent link: https://www.econbiz.de/10012532156
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 …
Persistent link: https://www.econbiz.de/10005582750
accomplished quite easily using Stata's arima command. The classic text for transfer function modeling is Box, Jenkins, and Reinsel …
Persistent link: https://www.econbiz.de/10005583253
We present a medium-scale dynamic factor model to estimate and forecast the rate of growth of the Spanish economy in the very short term. The intermediate size of the model overcomes the serious specification problems associated with large scale-models and the implicit loss of information of...
Persistent link: https://www.econbiz.de/10010317084
We present a medium-scale dynamic factor model to estimate and forecast the rate of growth of the Spanish economy in the very short term. The intermediate size of the model overcomes the serious specification problems associated with large-scale models and the implicit loss of information of...
Persistent link: https://www.econbiz.de/10010994591
Von der Preisentwicklung geht derzeit ein erhebliches Risiko für die weitere wirtschaftliche Entwicklung aus. Die Teuerungen bei Lebensmitteln und Energie haben die Kaufkraft der Arbeitnehmer reduziert und dämpfen auf diese Weise die Erholung des privaten Verbrauchs, auf der die...
Persistent link: https://www.econbiz.de/10011601819
Persistent link: https://www.econbiz.de/10011601820
Von der Preisentwicklung geht derzeit ein erhebliches Risiko für die weitere wirtschaftliche Entwicklung aus. Die Teuerungen bei Lebensmitteln und Energie haben die Kaufkraft der Arbeitnehmer reduziert und dämpfen auf diese Weise die Erholung des privaten Verbrauchs, auf der die...
Persistent link: https://www.econbiz.de/10005069173
Persistent link: https://www.econbiz.de/10005566143
integrado com médias móveis (ARIMA) que melhor se ajusta à série temporal para fins de previsão são apresentados quatro modelos … ajusta à série é o ARIMA (1, 0, 3). Verifica-se, por meio de uma previsão ex-ante fundamentada nas estimações realizadas com … arevages (ARIMA) thet better it is adjusted to he temporary series for forecast ends four models they are introduced candidates …
Persistent link: https://www.econbiz.de/10009442796