Silva, E.S. and Hassani, H. and Otero, J. and Beneki, Christina (2018) Forecasting inflation under varying frequencies. Electronic Journal of Applied Statistical Analysis, 11 (1). pp. 307-339. ISSN 2070-5948
Type of Research: | Article |
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Creators: | Silva, E.S. and Hassani, H. and Otero, J. and Beneki, Christina |
Description: | This paper seeks to determine the impact of monthly and annual data frequencies on the accuracy of inflation forecasts attainable via econometric and subspace-based methods. The application considers food inflation across |
Keywords/subjects not otherwise listed: | Food Inflation; Forecasting; Singular Spectrum Analysis; ARIMA; Exponential Smoothing; Holt-Winters. |
Your affiliations with UAL: | Colleges > London College of Fashion |
Date: | 26 April 2018 |
Digital Object Identifier: | 10.1285/i20705948v11n1p307 |
Date Deposited: | 11 May 2018 08:55 |
Last Modified: | 01 Apr 2020 19:47 |
Item ID: | 12605 |
URI: | https://ualresearchonline.arts.ac.uk/id/eprint/12605 |
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