Forecasting Inflation based on Stochastic Differential Equations and Alternative Models (A Comparative Study)
In this paper, it is tried to propose a robust model for predicting inflation in Iran among alternative models. For doing this, monthly data from April 1990 to the end of September 2009 is used. Firstly, it is tried to determine whether the CPI data is chaotic or stochastic. It is shown that it is c...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Tarbiat Modares University
2013-04-01
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| Series: | پژوهشهای اقتصادی |
| Subjects: | |
| Online Access: | http://ecor.modares.ac.ir/article-18-9570-en.pdf |