Forecasting annual inflation with power transformations: the case of inflation targeting countries
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DOI: 10.32468/be.756
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Other versions of this item:
- Héctor Manuel Záarte Solano & Angélica Rengifo Gómez, 2013. "Forecasting annual inflation with power transformations: the case of inflation targeting countries," Borradores de Economia 10462, Banco de la Republica.
References listed on IDEAS
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More about this item
Keywords
ARIMA models; power transformations; seasonality; bayesian analysis.;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FOR-2013-02-16 (Forecasting)
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