Inflation Forecasting: The Practice of Using Synthetic Procedures
The article contains a review of inflation forecasting models, including the most popular class of models as one-factor models: random walk, direct autoregression, recursive autoregression, stochastic volatility with an unobserved component and of the integrated model of autoregression with moving a...
| Main Authors: | , |
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| Format: | Article |
| Language: | Russian |
| Published: |
Government of the Russian Federation, Financial University
2019-06-01
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| Series: | Мир новой экономики |
| Subjects: | |
| Online Access: | https://wne.fa.ru/jour/article/view/205 |