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Triple filter core inflation : a measure of the inflation trajectory
Ferreira, Pedro Costa; Mattos, Daiane Marcolino de; … - In: Revista brasileira de economia : RBE ; publicação de … 71 (2017) 4, pp. 397-411
Persistent link: https://www.econbiz.de/10012020188
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Do seasonal adjustments induce noncausal dynamics in inflation rates?
Hecq, Alain W. J.; Telg, Sean; Lieb, Lenard - In: Econometrics : open access journal 5 (2017) 4, pp. 1-22
time series driven by expectation relationships. We consider inflation data on the G7 countries to illustrate these results. …
Persistent link: https://www.econbiz.de/10011781868
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An application of a new seasonal unit root test to inflation
Narayan, Paresh Kumar; Popp, Stephan - In: International review of economics & finance : IREF 20 (2011) 4, pp. 707-716
Persistent link: https://www.econbiz.de/10009303880
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Tracking trend inflation : nonseasonally adjusted variants of the median and trimmed-mean CPI
Higgins, Amy; Verbrugge, Randal - 2015
Persistent link: https://www.econbiz.de/10011386709
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Formation of seasonal groups and application of seasonal indices
Boylan, John E.; Chen, H.; Mohammadipour, M.; Syntetos, A. - In: Journal of the Operational Research Society : OR 65 (2014) 2, pp. 227-241
Persistent link: https://www.econbiz.de/10010239945
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Can We Use Seasonally Adjusted Indicators in Dynamic Factor Models?
Camacho, Maximo - 2012
We examine the short-term performance of two alternative approaches to forecasting using dynamic factor models. The first approach extracts the seasonal component of the individual indicators before estimating the dynamic factor model, while the alternative uses the non-seasonally adjusted data...
Persistent link: https://www.econbiz.de/10013099562
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Can we use seasonally adjusted indicators in dynamic factor models?
Camacho, Maximo; Lovcha, Yuliya; Pérez-Quirós, Gabriel - 2012
Persistent link: https://www.econbiz.de/10011713371
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Predicting inflation rates of Nigeria using a seasonal Box-Jenkins model
Etuk, Ette Harrison - In: Journal of statistical and econometric methods 1 (2012) 3, pp. 27-36
Time series analysis of Nigerian monthly Inflation Rates (INFL) Data is done. It is observed that it is seasonal. Based … forecasts are obtained on the basis of it. These forecasts are shown to agree closely with the observations. -- inflation rate …
Persistent link: https://www.econbiz.de/10009769978
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Seasonal and Periodic Long Memory Models in the Inflation Rates
Ben Nasr, Adnen - 2010
This paper considers the application of long memory processes to describe inflation with seasonal behaviour. We use … inflation rates of four different countries, USA, Canada, Tunisia, and South Africa. The analysis is carried out using the … persistence is a common feature for inflation series. Note that neglecting the existence of additive outliers may possibly biased …
Persistent link: https://www.econbiz.de/10013152239
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Testing the inflation rates in MENA countries : evidence from quantile regression approach and seasonal unit root test
Bolat, Süleyman; Tiwari, Aviral Kumar; Phouphet … - In: Research in international business and finance 42 (2017), pp. 1089-1095
Persistent link: https://www.econbiz.de/10011760730