Sökning: "Forni et al 2003"

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  1. 1. Can Demographics improve the forecast accuracy of Inflation? Evidence from United Kingdom

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Dodou Saidy; [2016]
    Nyckelord :Forecasting; Inflation; Demographics; RMSE; DM-test; Stock and Watson 2002 ; Forni et al 2003 ; Business and Economics;

    Sammanfattning : This paper seeks to determine whether demographics can increase the forecasting accuracy of United Kingdom’s inflation rate. Five forecasting models were employed, namely: the benchmark ARMA model, the SW (2002) model with and without a demographic factor and the FHLR(2003) model with and without a demographic factor. LÄS MER