Forecasting the Romanian inflation rate: An Autoregressive Integrated Moving-Average (ARIMA) approach

The primary objectives of this paper are to empirically create an univariate Autoregressive Integrated Moving-Average (model) using Box-Jenkins methodology to forecast Romanian inflation and inspect the prediction performance of the estimated model between October 2021 and October 2022. This study u...

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Bibliographic Details
Main Authors: Rareș-Petru MIHALACHE, Dumitru Alexandru BODISLAV
Format: Article
Language:English
Published: General Association of Economists from Romania 2023-03-01
Series:Theoretical and Applied Economics
Subjects:
Online Access: http://store.ectap.ro/articole/1641.pdf