Modelling the CPI using a lognormal diffusion process and implications on forecasting inflation

IMA Journal of Management Mathematics

Volumn 15, Issue 1, 2004, Pages 39-51

  Al Eideh, Basel M ^a   Al Refai, Ahmad S A ^a   Sbeiti, Wafaa M ^a  

^a KUWAIT UNIVERSITY   (Kuwait)

Author keywords

CPI, inflation; Lognormal diffusion; MLE; Stochastic differential equation

Indexed keywords

EID: 2942560885     PISSN: 1471678X     EISSN: None     Source Type: Journal    
DOI: 10.1093/imaman/15.1.39     Document Type: Article

References (16)