Error Correction Model and Inflation Forecast
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| Автор: | |
|---|---|
| Формат: | artículo original |
| Статус: | Versión publicada |
| Дата публикации: | 2016 |
| Описание: | 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. |
| Страна: | Portal de Revistas TEC |
| Институт: | Instituto Tecnológico de Costa Rica |
| Repositorio: | Portal de Revistas TEC |
| Язык: | Español |
| OAI Identifier: | oai:ojs.pkp.sfu.ca:article/2587 |
| Online-ссылка: | https://revistas.tec.ac.cr/index.php/tec_marcha/article/view/2587 |
| Ключевое слово: | Granger-Engle inflation forecasting regression error correction pronóstico de inflación regresión corrección de errores |