Gatt, William (2013): Forecasting inflation at the Central Bank of Malta�. Published in: Central Bank of Malta Quarterly Review 2012 No. 4 (March 2013): pp. 68-71.
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Abstract
A short, non-technical description of how inflation forecasts are conducted at the Central Bank of Malta
Item Type: | MPRA Paper |
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Original Title: | Forecasting inflation at the Central Bank of Malta� |
Language: | English |
Keywords: | HICP inflation, ARIMA, judgement |
Subjects: | C - Mathematical and Quantitative Methods > C3 - Multiple or Simultaneous Equation Models ; Multiple Variables > C32 - Time-Series Models ; Dynamic Quantile Regressions ; Dynamic Treatment Effect Models ; Diffusion Processes ; State Space Models E - Macroeconomics and Monetary Economics > E3 - Prices, Business Fluctuations, and Cycles > E37 - Forecasting and Simulation: Models and Applications E - Macroeconomics and Monetary Economics > E5 - Monetary Policy, Central Banking, and the Supply of Money and Credit > E58 - Central Banks and Their Policies |
Item ID: | 56876 |
Depositing User: | Mr William Gatt |
Date Deposited: | 28 Jun 2014 13:33 |
Last Modified: | 29 Sep 2019 20:15 |
References: | Hamilton, J. (1994), Time Series Analysis, Princeton Univeristy Press. Litterman, R. (1986), `Forecasting with Bayesian Vector Autoregressions: Five years of experience', Journal of Business & Economic Statistics 4(1), 25-38. Meyler, A., Kenny, G. and Quinn, T. (1998), `Forecasting Irish inflation using ARIMA models'. Price, L. (1996), Economic analysis in a Central Bank: Models Versus Judgment, Centre for Central Banking Studies, Bank of England. Stockton, D. and Glassman, J. (1987), `An evaluation of the forecast performance of alternative models of inflation', The Review of Economics and Statistics pp. 108-117. |
URI: | https://mpra.ub.uni-muenchen.de/id/eprint/56876 |
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