Forecasting annual inflation with seasonal monthly data: using levels versus logs of the underlying price index

DOI10.2202/1941-1928.1094zbMATH Open1266.91076OpenAlexW3123633326MaRDI QIDQ4928535FDOQ4928535

Authors: Fang Xu, Helmut Lütkepohl 

Publication date: 14 June 2013

Published in: Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1814/12779

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zbMATH Keywords

mean squared errorautoregressive moving averagelog transformationseasonal dummy variables

Mathematics Subject Classification ID

Economic time series analysis (91B84) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cited In (2)

• Modelling the CPI using a lognormal diffusion process and implications on forecasting inflation
• Forecasting inflation in Malaysia

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