Advanced search

Found 1 essay matching the above criteria.

1. 1. Forecast Comparison of Models Based on SARIMA and the Kalman Filter for Inflation

   University essay from Statistiska institutionen

   Author : Fredrik Nikolaisen Sävås; [2013]
   Keywords : Inflation; SARIMA model; Hyndman-Khandakar algorithm; State-Space models; Kalman filter; Forecast comparison; Diebold-Mariano test.;

   Abstract : Inflation is one of the most important macroeconomic variables. It is vital that policy makers receive accurate forecasts of inflation so that they can adjust their monetary policy to attain stability in the economy which has been shown to lead to economic growth. READ MORE