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In this paper, I apply univariate and vector autoregressive (VAR) models to forecast inflation in Vietnam. To … properties of inflation in Vietnam. Then, I compute the pseudo out-of-sample root mean square error (RMSE) as a measure of … forecasting models from among the different candidates. I find that VAR_m2 is the best monthly model to forecast inflation in …
Persistent link: https://www.econbiz.de/10011606109
-based algorithms. We assess the usefulness of these new models in an inflation forecasting exercise across all G7 economies. We find …
Persistent link: https://www.econbiz.de/10012913784
algorithms. We assess the usefulness of these new models in an inflation forecasting exercise across all G7 economies. We find …
Persistent link: https://www.econbiz.de/10012915821
Electricity price forecasting has become an area of increasing relevance in recent years. Despite the growing interest in predictive algorithms, the challenges are difficult to overcome given the restricted access to relevant data series and the lack of accurate metrics. Multiple models have...
Persistent link: https://www.econbiz.de/10014464238
This paper sheds light on the questions whether it is possible to generate an accurate forecast of the real price of … oil and how it can be improved using forecast combinations. For this reason, my work will investigate the out …
Persistent link: https://www.econbiz.de/10012955548
applications on nowcasting U.S. GDP growth, investment growth and GDP deflator inflation confirm this ranking. Moreover, in both …
Persistent link: https://www.econbiz.de/10011937289
applications on nowcasting U.S. GDP growth, investment growth and GDP deflator inflation confirm this ranking. Moreover, in both …
Persistent link: https://www.econbiz.de/10011792277
Inflation is defined as an increase in the general price level of goods and services within a period of time. For any … economic agent to formulate policy, it must taken into consideration inflation and the aim of this study is to use ARIMA model … to predict inflation in Ghana. In order to fulfill this objective, monthly inflation variable was used to build the …
Persistent link: https://www.econbiz.de/10013108858
while ARIMA model gives the most accurate forecast of twelve-month inflation in EU countries. The Holt-Winters (additive and … models give the most accurate forecast of inflation future values. In the countries of the Western Balkans the targeting …-of-sample forecast. The key finding of this paper is that NNAR models give the most accurate forecast for the Western Balkans countries …
Persistent link: https://www.econbiz.de/10012939069
economic emergencies. This paper aims to forecast the short to medium-term incidence of COVID-19 epidemic through the medium of …
Persistent link: https://www.econbiz.de/10014096892