Articles with "forecasting inflation" as a keyword



Forecasting inflation in Sweden

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Published in 2019 at "Economia Politica"

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

Forecasting Inflation in Mongolia Using Machine Learning

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Published in 2025 at "International Economic Journal"

DOI: 10.1080/10168737.2025.2491386

Abstract: This paper explores the significance of machine learning (ML) techniques in forecasting inflation and identifying its drivers in Mongolia, a commodity-dependent developing economy. ML methods are handy in dealing with a large database and specify… read more here.

Keywords: forecasting inflation; longer forecast; inflation; machine learning ... See more keywords

Forecasting of Inflation Based on Univariate and Multivariate Time Series Models: An Empirical Application

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Published in 2025 at "Mathematics"

DOI: 10.3390/math13071121

Abstract: Maintaining stable prices is one of the goals of monetary policy makers. Since its formation, inflation has been a key issue and priority for every Pakistani government; it is a fundamental macroeconomic variable that plays… read more here.

Keywords: multivariate; forecasting inflation; univariate multivariate; multivariate models ... See more keywords

Multi-Step Inflation Prediction with Functional Coefficient Autoregressive Model

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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