A comparative analysis of alternative univariate time series models in forecasting Turkish inflation

This paper analyses inflation forecasting power of artificial neural networks with alternative univariate time series models for Turkey. The forecasting accuracy of the models is compared in terms of both static and dynamic forecasts for the period between 1982:1 and 2009:12. We find that at earlie...

Full description

Bibliographic Details
Main Authors: A. Nazif Çatık, Mehmet Karaçuka
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2012-04-01
Series:Journal of Business Economics and Management
Subjects:
Online Access:https://journals.vgtu.lt/index.php/JBEM/article/view/4386