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Volumn 8, Issue 4, 2002, Pages 402-421

Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors

Author keywords

Approach; Bottom UP; Cointegration; Common Factor; Core Inflation; Univariate Models; Veqcm

Indexed keywords


EID: 85068287759     PISSN: 1351847X     EISSN: 14664364     Source Type: Journal    
DOI: 10.1080/13518470210167284     Document Type: Article
Times cited : (34)

References (14)
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    • Balke, N. S., and Fomby, T. B., 1994. Large shocks, small shocks and economic fluctuations: outliers in macroeconomic time series. Journal of Applied Econometrics, 9: 181–200.
    • (1994) Journal of Applied Econometrics , vol.9 , pp. 181-200
    • Balke, N.S.1    Fomby, T.B.2
  • 2
    • 85068276056 scopus 로고    scopus 로고
    • May, May, Instituto Flores de Lemus. Universidad Carlos III de Madrid
    • May 2001. Bulletin EU & US inflation and Macroeconomic Analysis, number 80 May, Instituto Flores de Lemus. Universidad Carlos III de Madrid.
    • (2001) Bulletin EU & US inflation and Macroeconomic Analysis
  • 4
    • 4243485489 scopus 로고
    • La inflación subyacente en la economía española: estimaciòn y metodología
    • March
    • Espasa, A., 1987. La inflación subyacente en la economía española: estimaciòn y metodología. Boletín Econømico del Banco de España, March: 32–51.
    • (1987) Boletín Econømico del Banco de España , pp. 32-51
    • Espasa, A.1
  • 7
    • 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
  • 8
    • 0000158117 scopus 로고
    • Estimation and hypothesis testing of cointegration vectors in Gaussian vector autogressive models
    • Johansen, S., 1991. Estimation and hypothesis testing of cointegration vectors in Gaussian vector autogressive models. Econometrica, 59: 1551–1580.
    • (1991) Econometrica , vol.59 , pp. 1551-1580
    • Johansen, S.1
  • 13
    • 38249025305 scopus 로고
    • Forecasting international growth rates using Bayesian Shrinkage and another procedures
    • Zellner, A., and Hong, C., 1989. Forecasting international growth rates using Bayesian Shrinkage and another procedures. Journal of Econometrics, 40: 183–202.
    • (1989) Journal of Econometrics , vol.40 , pp. 183-202
    • Zellner, A.1    Hong, C.2
  • 14
    • 0346937358 scopus 로고    scopus 로고
    • A note on aggregation, disaggregation and forecasting performance
    • Zellner, A., and Tobias, J., 2000. A note on aggregation, disaggregation and forecasting performance. Journal of Forecasting, 19: 457–469.
    • (2000) Journal of Forecasting , vol.19 , pp. 457-469
    • Zellner, A.1    Tobias, J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.