Functional Coefficient Moving Average Model with Applications to forecasting Chinese CPI
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More about this item
Keywords
Moving Average model; functional coefficient model; forecasting; Consumer Price Index.;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CNA-2015-10-17 (China)
- NEP-ECM-2015-10-17 (Econometrics)
- NEP-FOR-2015-10-17 (Forecasting)
- NEP-ORE-2015-10-17 (Operations Research)
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