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[ author_sort:"zhao, peng." ]
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Forecasting inflation -- An empirica...
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Zhao, Peng.
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Forecasting inflation -- An empirical study on predictive power of various time-series models.
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
Forecasting inflation -- An empirical study on predictive power of various time-series models./
作者:
Zhao, Peng.
面頁冊數:
60 p.
附註:
Source: Masters Abstracts International, Volume: 54-06.
Contained By:
Masters Abstracts International54-06(E).
標題:
Economics. -
電子資源:
http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=1594275
ISBN:
9781321912579
Forecasting inflation -- An empirical study on predictive power of various time-series models.
Zhao, Peng.
Forecasting inflation -- An empirical study on predictive power of various time-series models.
- 60 p.
Source: Masters Abstracts International, Volume: 54-06.
Thesis (M.S.)--The University of North Carolina at Charlotte, 2015.
In this thesis, I investigate the background and causes of major inflation in recent history and empirically study forecasting of future quarterly inflation rates for three typical countries and regions: the United States, the United Kingdom, and the Eurozone. In particular, I empirically investigate the predictive power of four commonly used econometric models: the AR model, the ADL model, the ARIMA model, and the VAR model.
ISBN: 9781321912579Subjects--Topical Terms:
517137
Economics.
Forecasting inflation -- An empirical study on predictive power of various time-series models.
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I compare each model's forecasting accuracy by calculating the corresponding RMSFE (Root Mean Squared Forecast Error) of pseudo-out-of-sample forecasting for each country or region. The model that exhibits the smallest RMSFE is my preferred model.
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