Application of multiple regression models for inflation modelling

This paper examines the Lithuanian consumer price inflation from 1996 January till 2006 December using a modern non-stationary time series and econometric theory.  The multiple regressionmodels are proposed for inflation modeling. The stationarity of Lithuanian inflation and the main explored exogen...

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Bibliographic Details
Main Authors: Ana Čuvak, Žilvinas Kalinauskas
Format: Article
Language:English
Published: Vilnius University Press 2021-06-01
Series:Lietuvos Matematikos Rinkinys
Subjects:
Online Access:https://www.journals.vu.lt/LMR/article/view/24239