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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…
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Keywords:
forecasting inflation;
paper;
inflation sweden;
inflation ... See more keywords
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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…
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Keywords:
forecasting inflation;
longer forecast;
inflation;
machine learning ... See more keywords
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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…
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Keywords:
multivariate;
forecasting inflation;
univariate multivariate;
multivariate models ... See more keywords
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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…
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Keywords:
coefficient autoregressive;
forecasting inflation;
model;
functional coefficient ... See more keywords