Predicting inflation dynamics with singular spectrum analysis

DOI10.1111/J.1467-985X.2012.01061.XMaRDI QIDQ6650009zbMATH OpenFDO

Authors Hossein Hassani, Abdol S. Soofi, A. Zhigljavsky

Publication date 6 December 2024

Published in Journal of the Royal Statistical Society. Series A. Statistics in Society (Search for Journal in Brave)

zbMATH Keywords

predictionsingular spectrum analysisinflation rategreat moderation

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

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