Forecasting inflation in Sweden
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DOI: 10.1007/s40888-019-00161-9
Abstract: In this paper, we make use of Bayesian VAR (BVAR) models to conduct an out-of-sample forecasting exercise for CPIF inflation, the inflation target variable at the Riksbank in Sweden. The proposed BVAR models generally outperform… read more here.
Keywords: forecasting inflation; paper; inflation sweden; inflation ... See more keywords
Multi-Step Inflation Prediction with Functional Coefficient Autoregressive Model
Sign Up to like & getrecommendations! Published in 2018 at "Sustainability"
DOI: 10.3390/su10061691
Abstract: Forecasting inflation rate is one of the most important topics in finance and economics. In recent years, China has stepped into a “New Normal” stage of economic development, with a different state from the fast… read more here.
Keywords: coefficient autoregressive; forecasting inflation; model; functional coefficient ... See more keywords