IDEAS home Printed from https://ideas.repec.org/a/aio/manmar/vviiiy2010i2p404-410.html
   My bibliography  Save this article

Inflation And Competitiveness, A Var Modelling Approach

Author

Listed:
  • Cosmin FRATOSTITEANU

    (University of Craiova)

Abstract

VAR modeling in inflation forecasting has been widely used, and rather successful, even if there have been several critiques of its exactness or accuracy. This paper is structured into two sections. The first one accomplishes a general presentation of VAR modeling in forecasting inflation, and the second is focused on the results of this econometric approach for inflation in Romania. Even if we considered methodologies containing inflation measured using CPI, CORE1 and CORE2, testing will only be performed for the CPI Inflation.

Suggested Citation

  • Cosmin FRATOSTITEANU, 2010. "Inflation And Competitiveness, A Var Modelling Approach," Management and Marketing Journal, University of Craiova, Faculty of Economics and Business Administration, vol. 0(2), pages 404-410, November.
    • Handle: RePEc:aio:manmar:v:viii:y:2010:i:2:p:404-410
    as

    Download full text from publisher

    File URL: http://www.mnmk.ro/documents/2010ed2/24_C%20Fratostiteanu%20FFF.pdf
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Khalid KHAN & Chi-Wei SU & Nicoleta - Claudia MOLDOVAN & De-Ping XIONG, 2017. "Distinctive Characteristics of the Causality between the PPI and CPI: Evidence from Romania," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(2), pages 103-123.

    More about this item

    Keywords

    competitiveness; inflation; VAR models; forecast;
    All these keywords.

    JEL classification:

    • M20 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Economics - - - General

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:aio:manmar:v:viii:y:2010:i:2:p:404-410. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catalin Barbu (email available below). General contact details of provider: https://edirc.repec.org/data/fecraro.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.