Error Correction Model and Inflation Forecast
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| Autor: | |
|---|---|
| Format: | artículo original |
| Estat: | Versión publicada |
| Data de publicació: | 2016 |
| Descripció: | 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. |
| Pais: | Portal de Revistas TEC |
| Institution: | Instituto Tecnológico de Costa Rica |
| Repositorio: | Portal de Revistas TEC |
| Idioma: | Español |
| OAI Identifier: | oai:ojs.pkp.sfu.ca:article/2587 |
| Accés en línia: | https://revistas.tec.ac.cr/index.php/tec_marcha/article/view/2587 |
| Paraula clau: | Granger-Engle inflation forecasting regression error correction pronóstico de inflación regresión corrección de errores |