Error Correction Model and Inflation Forecast

 

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書誌詳細
著者: Lovelady, David Lowell
フォーマット: artículo original
状態:Versión publicada
出版日付:2016
その他の書誌記述: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. 
国:Portal de Revistas TEC
機関:Instituto Tecnológico de Costa Rica
Repositorio:Portal de Revistas TEC
言語:Español
OAI Identifier:oai:ojs.pkp.sfu.ca:article/2587
オンライン・アクセス:https://revistas.tec.ac.cr/index.php/tec_marcha/article/view/2587
キーワード:Granger-Engle
inflation forecasting
regression
error correction
pronóstico de inflación
regresión
corrección de errores