Inflation Forecasting in the Western Balkans and EU: A Comparison of Holt-Winters, ARIMA and NNAR Models
The purpose of this paper is to compare the accuracy of the three types of models: Autoregressive Integrated Moving Average (ARIMA) models, Holt-Winters models and Neural Network Auto-Regressive (NNAR) models in forcasting the Harmonized Index of Consumer Prices (HICP) for the countries of Europe...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Academy of Economic Studies of Bucharest
2021-05-01
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| Series: | Amfiteatru Economic |
| Subjects: | |
| Online Access: | https://www.amfiteatrueconomic.ro/temp/Article_3014.pdf |