Short-term inflation projections model and its assessment in Latvia

Short-term inflation projections model and its assessment in Latvia

This paper builds a short-term inflation projections (STIP) model for Latvia. The model is designed to forecast highly disaggregated consumer prices using cointegrated ARDL approach of [Pesaran, M., & Shin, Y. (1998). An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis...

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Bibliographic Details
Main Authors: Andrejs Bessonovs, Olegs Krasnopjorovs
Format: Article
Language:English
Published: Taylor & Francis Group 2021-07-01
Series:Baltic Journal of Economics
Subjects:
inflation forecasting
autoregressive distributed lag model
disaggregated approach
oil prices
food commodity prices
labour costs
Online Access:http://dx.doi.org/10.1080/1406099X.2021.2003997

Internet

http://dx.doi.org/10.1080/1406099X.2021.2003997

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