Forecasting inflation in short-term using factor models
In this paper we apply the factor models to produce short-term forecasts for Lithuanian consumer and producer inflation. The factor models are compared with a random walk and the first order autoregression models. In this research work are used 147 time series publicly available at monthly frequenc...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2009-12-01
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| Series: | Lietuvos Matematikos Rinkinys |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/LMR/article/view/17969 |