Error Correction Model and Inflation Forecast
Gorde:
| Egilea: | |
|---|---|
| Formatua: | artículo original |
| Egoera: | Versión publicada |
| Argitaratze data: | 2016 |
| Deskribapena: | This study investigates the applicability of Granger-Engle cointegration and error correction for predicting inflation in Costa Rica. It is shown that these ideas, applied to a sliding regression against U.S. inflation, successfully forecast Costa Rica’s inflation, even through the rupture of 2008. |
| Herria: | Portal de Revistas TEC |
| Erakundea: | Instituto Tecnológico de Costa Rica |
| Repositorio: | Portal de Revistas TEC |
| Hizkuntza: | Español |
| OAI Identifier: | oai:ojs.pkp.sfu.ca:article/2587 |
| Sarrera elektronikoa: | https://revistas.tec.ac.cr/index.php/tec_marcha/article/view/2587 |
| Gako-hitza: | Granger-Engle inflation forecasting regression error correction pronóstico de inflación regresión corrección de errores |