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پیشبینی تورم به روش تفکیک اجزای شاخص کل قیمت کالاها و خدمات مصرفی
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Saeed Bayat *   , Seyed Mahdi Barakchian |
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Abstract: (1681 Views) |
| The goal of the paper is to evaluate the accuracy of DCC method in forecasting inflation. In the research, 12 sub aggregates of CPI data are applied over the period 1369:1 to 1390:4. Our results show that DCC more accurate than benchmark models (AR(1) and random walk) in all forecast horizons although this more accuracy is not statistically significant. Also, in forecasting inflation of 12 sub aggregates of CPI, the forecast accuracy of communication group is more than others. |
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Full-Text [PDF 954 kb]
(1114 Downloads)
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Type of Study: Empirical Study |
Received: 2015/04/7 | Accepted: 2015/06/28 | Published: 2019/08/24
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