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Volumn 26, Issue 5, 2007, Pages 303-316

Econometric modelling for short-term inflation forecasting in the euro area

Author keywords

Cointegration; Combination of forecasts; Core inflation; Sectorial and geographical disaggregation; VEqCM

Indexed keywords

COMPUTER SIMULATION; DECISION MAKING; ECONOMIC ANALYSIS; FORECASTING; MATHEMATICAL MODELS;

EID: 34548421413     PISSN: 02776693     EISSN: 1099131X     Source Type: Journal    
DOI: 10.1002/for.1021     Document Type: Article
Times cited : (11)

References (12)
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    • Compendium of HICP. 2001. Reference Documents. Eurostat, Luxembourg March.
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  • 3
    • 0000472488 scopus 로고
    • Likelihood ratio statistics for autoregressive time series with a unit root
    • Dickey DA, Fuller WA. 1981. Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica 49(4): 1057-1072.
    • (1981) Econometrica , vol.49 , Issue.4 , pp. 1057-1072
    • Dickey, D.A.1    Fuller, W.A.2
  • 6
    • 85068287759 scopus 로고    scopus 로고
    • Forecasting inflation in the European monetary union: A disaggregated approach by countries and by sectors
    • Espasa A, Senra E, Albacete R. 2002. Forecasting inflation in the European monetary union: a disaggregated approach by countries and by sectors. European Journal of Finance 8: 402-421.
    • (2002) European Journal of Finance , vol.8 , pp. 402-421
    • Espasa, A.1    Senra, E.2    Albacete, R.3
  • 8
    • 0345510809 scopus 로고
    • Statistical analysis of cointegration vectors
    • Johansen S. 1988. Statistical analysis of cointegration vectors. Journal of Economic Dynamics and Control 12(2/3): 231-254.
    • (1988) Journal of Economic Dynamics and Control , vol.12 , Issue.2-3 , pp. 231-254
    • Johansen, S.1
  • 9
    • 0000158117 scopus 로고
    • Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
    • Johansen S. 1991. Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models. Econometrica 59(6): 1551-1580.
    • (1991) Econometrica , vol.59 , Issue.6 , pp. 1551-1580
    • Johansen, S.1
  • 11
    • 34548453763 scopus 로고    scopus 로고
    • The Marshallian macroeconomic model
    • Paper 0302, University of Chicago, May
    • Zellner A, Israilevich G. 2003. The Marshallian macroeconomic model: a progress report. Paper 0302, University of Chicago, May.
    • (2003) a progress report
    • Zellner, A.1    Israilevich, G.2
  • 12
    • 0346937358 scopus 로고    scopus 로고
    • A note on aggregation, disaggregation and forecasting performance
    • Zellner A, Tobias J. 2000. A note on aggregation, disaggregation and forecasting performance. Journal of Forecasting 19(5): 457-469.
    • (2000) Journal of Forecasting , vol.19 , Issue.5 , pp. 457-469
    • Zellner, A.1    Tobias, J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.