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Forecasting inflation at the Central Bank of Malta�

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  • Gatt, William

Abstract

A short, non-technical description of how inflation forecasts are conducted at the Central Bank of Malta

Suggested Citation

  • Gatt, William, 2013. "Forecasting inflation at the Central Bank of Malta�," MPRA Paper 56876, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:56876
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    File URL: https://mpra.ub.uni-muenchen.de/57055/2/MPRA_paper_57055.pdf
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    References listed on IDEAS

    as
    1. Meyler, Aidan & Kenny, Geoff & Quinn, Terry, 1998. "Forecasting irish inflation using ARIMA models," MPRA Paper 11359, University Library of Munich, Germany.
    2. Stockton, David J & Glassman, James E, 1987. "An Evaluation of the Forecast Performance of Alternative Models of Inflation," The Review of Economics and Statistics, MIT Press, vol. 69(1), pages 108-117, February.
    3. Litterman, Robert B, 1986. "Forecasting with Bayesian Vector Autoregressions-Five Years of Experience," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(1), pages 25-38, January.
    4. Lionel Price, 1996. "Economic Analysis in a Central Bank - Models Versus Judgment," Handbooks, Centre for Central Banking Studies, Bank of England, number 3, April.
    5. Litterman, Robert, 1986. "Forecasting with Bayesian vector autoregressions -- Five years of experience : Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38," International Journal of Forecasting, Elsevier, vol. 2(4), pages 497-498.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Gatt, William, 2014. "Communicating uncertainty - a fan chart for HICP projections," MPRA Paper 59603, University Library of Munich, Germany.

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    More about this item

    Keywords

    HICP inflation; ARIMA; judgement;
    All these keywords.

    JEL classification:

    • 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
    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
    • E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies

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