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Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels versus Logs of the Underlying Price Index. (2011). Xu, Fang ; Lütkepohl, Helmut ; Luetkepohl, Helmut.
In: Journal of Time Series Econometrics.
RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:7.

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Cites: 31

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  1. The problem of annual inflation rate indicator. (2023). Arlt, Josef.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2772-2788.

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  2. Identification of causal relationships in non-stationary time series with an information measure: Evidence for simulated and financial data. (2023). KYRTSOU, Catherine ; Kugiumtzis, Dimitris ; Diks, Cees ; Papana, Angeliki.
    In: Empirical Economics.
    RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02275-9.

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  3. Short-Term macroeconomic evaluation of the German minimum wage with a VAR/VECM. (2019). Logeay, Camille ; Herzog-Stein, Alexander.
    In: IMK Working Paper.
    RePEc:imk:wpaper:197-2019.

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  4. Log versus level in VAR forecasting: 42 million empirical answers—Expect the unexpected. (2015). Ulbricht, Dirk ; Mayr, Johannes.
    In: Economics Letters.
    RePEc:eee:ecolet:v:126:y:2015:i:c:p:40-42.

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  5. Log versus Level in VAR Forecasting: 42 Million Empirical Answers - Expect the Unexpected. (2014). Ulbricht, Dirk ; Mayr, Johannes.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1412.

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  6. Pronósticos para una economía menos volátil: El caso colombiano. (2014). Parra-Amado, Daniel ; Melo-Velandia, Luis ; Cajiao, Santiago ; Raigosa, Santiago Cajiao ; Melovelandia, Luis Fernando ; Parraamado, Daniel.
    In: Borradores de Economia.
    RePEc:col:000094:011252.

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  7. Pronósticos para una economía menos volátil: El caso colombiano. (2014). Parra-Amado, Daniel ; Melo-Velandia, Luis ; Cajiao, Santiago ; Raigosa, Santiago Cajiao ; Melovelandia, Luis Fernando ; Parraamado, Daniel.
    In: Borradores de Economia.
    RePEc:bdr:borrec:821.

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  8. Does the Box–Cox transformation help in forecasting macroeconomic time series?. (2013). Proietti, Tommaso ; Lütkepohl, Helmut ; Lutkepohl, Helmut.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:29:y:2013:i:1:p:88-99.

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  9. Forecasting annual inflation with power transformations: the case of inflation targeting countries. (2013). Zarate-Solano, Hector ; Hector Manuel Zaarte Solano, ; Gomez, Angelica Rengifo .
    In: Borradores de Economia.
    RePEc:col:000094:010462.

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  10. Forecasting annual inflation with power transformations: the case of inflation targeting countries. (2013). Zarate-Solano, Hector ; Hector Manuel Zarate Solano, ; Gomez, Angelica Rengifo .
    In: Borradores de Economia.
    RePEc:bdr:borrec:756.

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  11. Does the Box-Cox transformation help in forecasting macroeconomic time series?. (2011). Proietti, Tommaso ; Lütkepohl, Helmut.
    In: MPRA Paper.
    RePEc:pra:mprapa:32294.

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References

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  22. Journal of Time Series Econometrics, Vol. 3 [2011], Iss. 1, Art. 7 DOI: 10.2202/1941-1928.1094 Brought to you by | Jose Manuel Barrueco/CitEc Authenticated Download Date | 12/12/16 3:34 PM Franses, P. H. (1991): “Seasonality, non-stationarity and the forecasting of monthly time series,” International Journal of Forecasting, 7, 199–208.

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  31. Tunnicliffe Wilson, G. (1973): “Discussion of paper by Dr Chatfield and Dr Prothero,” Journal of the Royal Statistical Society A, 136, 315–319. Luetkepohl and Xu: Forecasting Annual Inflation with Seasonal Monthly Data Brought to you by | Jose Manuel Barrueco/CitEc Authenticated Download Date | 12/12/16 3:34 PM
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Cocites

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  3. Factor-based forecasting in the presence of outliers: Are factors better selected and estimated by the median than by the mean?. (2014). Kristensen, Johannes ; Tang, Kristensen Johannes .
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  5. A COMPARISON OF THE VAR MODEL AND THE PC FACTOR MODEL IN FORECASTING INFLATION IN MONTENEGRO. (2013). Lipovina-Boovi, Milena.
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  7. Inflation forecasting using dynamic factor analysis. SAS 4GL programming approach. (2012). Jedrzejczyk, Adam .
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  8. Do disaggregated CPI data improve the accuracy of inflation forecasts?. (2012). Ibarra, Raul.
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  9. Factor-Based Forecasting in the Presence of Outliers: Are Factors Better Selected and Estimated by the Median than by The Mean?. (2012). Kristensen, Johannes.
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  10. A large factor model for forecasting macroeconomic variables in South Africa. (2011). Kabundi, Alain ; GUPTA, RANGAN.
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  11. Dynamic factors in the presence of blocks. (2011). Liska, Roman ; Hallin, Marc.
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  12. Application of factor models for the identification of countries sharing international reference-cycles. (2011). Sonia, de Lucas Santos ; Álvarez, Inmaculada ; Santos, Sonia de Lucas, ; Rodriguez, Maria Jesus Delgado, ; Ayuso, Inmaculada Alvarez.
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  13. Forecasting the US real house price index: Structural and non-structural models with and without fundamentals. (2011). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
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  14. Los ciclos económicos internacionales: antecedentes y revisión de la literatura. (2011). Sonia, de Lucas Santos ; DELGADO RODRIGUEZ, MARIA JESUS ; Cendejas Bueno, José Luis ; Álvarez, Inmaculada ; Sonia de Lucas Santos, ; M. Jesus Delgado Rodriguez, ; Jose Luis Cendejas Bueno, ; Ayuso, Inmaculada Alvarez.
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