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:: year 7, Issue 19 (Spring 2014) ::
JMBR 2014, 7(19): 103-124 Back to browse issues page
پیش‌بینی تورم به روش تفکیک اجزای شاخص کل قیمت کالاها و خدمات مصرفی
Saeed Bayat *, Seyed Mahdi Barakchian
Abstract:   (1147 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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Type of Study: Empirical Study |
Received: 2015/04/7 | Accepted: 2015/06/28 | Published: 2019/08/24

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year 7, Issue 19 (Spring 2014) Back to browse issues page
فصلنامه پژوهش‌های پولی-بانکی Journal of Monetary & Banking Research
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