SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Stochastic Models for Forecasting Inflation Rate. Empirical Evidence from Romania
10 references·0 citing·49 second hop
Stochastic Models for Forecasting Inflation Rate. Empirical Evidence from Romania (2015)Stochastic Models for Forecasting Inflati…Moving average stochastic volatility models with application to inflation forecast (2013)Moving average stochastic vol…Inflation variability and the relationship between inflation and growth (2011)Inflation variability and the…Introductory Econometrics for Finance (2008)Introductory Econometrics for…Why Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…Do macro variables, asset markets, or surveys forecast inflation better? (2007)Do macro variables, asset mar…Forecasting Austrian HICP and its Components using VAR and ARIMA Models (2002)Forecasting Austrian HICP and…Structural breaks, ARIMA model and Finnish inflation forecasts (2001)Structural breaks, ARIMA mode…Forecasting irish inflation using ARIMA models (1998)Forecasting irish inflation u…Forecasting irish inflation using ARIMA models (1998)Forecasting irish inflation u…A POSITIVE THEORY OF INFLATION AND INFLATION VARIANCE (1989)A POSITIVE THEORY OF INFLATIO…The Pricing of Options and Corporate Liabilities (1973)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Econometric Analysis of Cross Section and Panel Data (2001)Oil prices and the stock prices of alternative energy companies (2007)Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)The Impact of Corporate Social Responsibility Disclosure on Financial Performance: Evidence from the GCC Islamic Banking Sector (2016)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Macroeconomics and Reality (1980)Tie Series Analysis, Forecasting, and Control (1995)The role of macroeconomic factors in growth (1993)Inflation and Economic Growth (1995)Threshold effects in non-dynamic panels: Estimation, testing, and inference (1999)Monetary policy efficiency and macroeconomic stability: Do financial openness and economic globalization matter? (2018)The Interrelationship between Money Supply, Inflation, Public Expenditure and Economic Growth (2018)Impact of fiscal and monetary policy on inflation in Vietnam (2022)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Testing for a Unit Root in Time Series Regression (1988)Structural Changes And Models Of Inflation In South Africa (2004)Is the real interest rate parity condition affected by the method of calculating real interest rates? (2008)Empirical Approach to Modelling and Forecasting Inflation in Ghana (2012)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)Macroeconomics and Politics (1988)Why does high inflation raise inflation uncertainty? (1992)The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence (2000)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Postwar U.S. Business Cycles: An Empirical Investigation (1997)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)The Determinants of Stock and Bond Return Comovements (2010)Time-varying short-horizon predictability☆ (2010)Expectations of Returns and Expected Returns (2014)Generalized autoregressive conditional heteroskedasticity (1986)Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Forecasting structural change and fat-tailed events in Australian macroeconomic variables (2016)A Bayesian Model Comparison for Trend‐Cycle Decompositions of Output (2017)Modelling the dynamics of Bitcoin and Litecoin: GARCH versus stochastic volatility models (2019)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Has the Business Cycle Changed and Why? (2002)Forecasting Output and Inflation: The Role of Asset Prices (2003)Fiscal Multipliers in Recession and Expansion (2013)Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts (2015)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Stock Price Prediction Using the ARIMA Model (2014)ARIMA Model in Predicting Banking Stock Market Data (2018)QuantumLeap: Hybrid quantum neural network for financial predictions (2022)AN APPLICATION OF TIME SERIES ARIMA FORECASTING MODEL FOR PREDICTING SUGARCANE PRODUCTION IN INDIA (2014)Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction (2014)
this work references cited by second hop

References

  • 2008Introductory Econometrics for Finance3,781 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 2007Do macro variables, asset markets, or surveys forecast inflation better?801 cited
  • 2013Moving average stochastic volatility models with application to inflation forecast144 cited
  • 1989A POSITIVE THEORY OF INFLATION AND INFLATION VARIANCE123 cited
  • 1998Forecasting irish inflation using ARIMA models103 cited
  • 1998Forecasting irish inflation using ARIMA models76 cited
  • 2001Structural breaks, ARIMA model and Finnish inflation forecasts55 cited
  • 2011Inflation variability and the relationship between inflation and growth35 cited
  • 2002Forecasting Austrian HICP and its Components using VAR and ARIMA Models27 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work