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Predicting inflation dynamics with singular spectrum analysis - MaRDI portal

Predicting inflation dynamics with singular spectrum analysis

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Publication:6650009

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DOI10.1111/J.1467-985X.2012.01061.XMaRDI QIDQ6650009

Abdol S. Soofi, Hossein Hassani, 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

prediction singular spectrum analysis inflation rate great moderation

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

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