Variable Selection for Inflation : A Pseudo Out-of-sample Approach
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More about this item
Keywords
Inflation; Variable selection; Leading indicator; Turkey;All these keywords.
JEL classification:
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- 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-ARA-2015-10-04 (MENA - Middle East and North Africa)
- NEP-CBA-2015-10-04 (Central Banking)
- NEP-CWA-2015-10-04 (Central and Western Asia)
- NEP-FOR-2015-10-04 (Forecasting)
- NEP-MAC-2015-10-04 (Macroeconomics)
- NEP-MON-2015-10-04 (Monetary Economics)
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