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

DOI10.2202/1941-1928.1094MaRDI QIDQ4928535zbMATH OpenOpenAlexFDO

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

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)

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(2)

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

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