Comparing multivariate models’ forecasts of inflation for BRICS and OPEC countries
Purpose – This study identifies the most appropriately selected multivariate model for forecasting inflation in different economic environments. In specifying the multivariate models, the study test for the orders of integration of variables and for those that are nonstationary. For non-stationary v...
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| Format: | Article |
| Language: | English |
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Vilnius Gediminas Technical University
2019-11-01
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| Series: | Business, Management and Education |
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| Online Access: | http://journals.vgtu.lt/index.php/BME/article/view/10556 |