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Estimation de l’IPC par les modèles non paramétriques : cas de l’Algérie
[CPI estimation by non parametric models: case of Algeria]

Author

Listed:
  • Bourioune, Tahar
  • Chiad, Faycal

Abstract

This work focuses on the estimation of the relative consumer price index in June 2022 in Algeria by different non-parametric models. The purpose of this work is to compare these different models from a performance point of view. The results reveal that the GRNN and RBFN models perform better.

Suggested Citation

  • Bourioune, Tahar & Chiad, Faycal, 2022. "Estimation de l’IPC par les modèles non paramétriques : cas de l’Algérie [CPI estimation by non parametric models: case of Algeria]," MPRA Paper 113783, University Library of Munich, Germany, revised 2022.
  • Handle: RePEc:pra:mprapa:113783
    as

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    File URL: https://mpra.ub.uni-muenchen.de/113783/1/MPRA_paper_113783.pdf
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    References listed on IDEAS

    as
    1. Stock, James H. & Watson, Mark W., 1999. "Forecasting inflation," Journal of Monetary Economics, Elsevier, vol. 44(2), pages 293-335, October.
    2. Blix, Mårten, 1999. "Forecasting Swedish Inflation With a Markov Switching VAR," Working Paper Series 76, Sveriges Riksbank (Central Bank of Sweden).
    3. Nakamura, Emi, 2005. "Inflation forecasting using a neural network," Economics Letters, Elsevier, vol. 86(3), pages 373-378, March.
    4. McAdam, Peter & McNelis, Paul, 2005. "Forecasting inflation with thick models and neural networks," Economic Modelling, Elsevier, vol. 22(5), pages 848-867, September.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    IPC; GRNN; RBFN;
    All these keywords.

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
    • P44 - Political Economy and Comparative Economic Systems - - Other Economic Systems - - - National Income, Product, and Expenditure; Money; Inflation

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