Forecasting Inflation in Vietnam with Univariate and Vector Autoregressive Models
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References listed on IDEAS
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Cited by:
- Le Ha Thu & Roberto Leon-Gonzalez, 2021. "Forecasting Macroeconomic Variables in Emerging Economies: An Application to Vietnam," GRIPS Discussion Papers 21-03, National Graduate Institute for Policy Studies.
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More about this item
Keywords
Inflation; Forecast; Univariate Models; Vector Autoregressive Models; Forecast Accuracy;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
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2017-03-05 (Central Banking)
- NEP-FOR-2017-03-05 (Forecasting)
- NEP-MAC-2017-03-05 (Macroeconomics)
- NEP-MON-2017-03-05 (Monetary Economics)
- NEP-SEA-2017-03-05 (South East Asia)
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