Error Correction Model and Inflation Forecast
Guardado en:
| 作者: | |
|---|---|
| 格式: | artículo original |
| 狀態: | Versión publicada |
| Fecha de Publicación: | 2016 |
| 實物特徵: | 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. |
| País: | Portal de Revistas TEC |
| 機構: | Instituto Tecnológico de Costa Rica |
| Repositorio: | Portal de Revistas TEC |
| 語言: | Español |
| OAI Identifier: | oai:ojs.pkp.sfu.ca:article/2587 |
| 在線閱讀: | https://revistas.tec.ac.cr/index.php/tec_marcha/article/view/2587 |
| Palabra clave: | Granger-Engle inflation forecasting regression error correction pronóstico de inflación regresión corrección de errores |