Sökning: "Noah Clason"

Hittade 2 uppsatser innehållade orden Noah Clason.

1. 1. Forecasting Euro Area Inflation By Aggregating Sub-components

   Master-uppsats, KTH/Matematisk statistik

   Författare :Noah Clason Diop; [2013]
   Nyckelord :;

   Sammanfattning : The aim of this paper is to see whether one can improve on the naiveforecast of Euro Area inflation, where by naive forecast we mean theyear-over-year inflation rate one-year ahead will be the same as the past year.Various model selection procedures are employed on anautoregressive-moving-average model and several Phillips curvebasedmodels. LÄS MER

3. 2. Forecasting Euro Area Inflation - By using Sub-Components

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Noah Clason; [2013]
   Nyckelord :Euro Area inflation; Phillips curve based models; out-of-sample forecasts; HICP sub-components;

   Sammanfattning : The aim of this paper is to see whether one can improve on the naive forecast of Euro Area inflation, where by naive forecast we mean the year-over-year inflation rate one-year ahead will be the same as the past year. Various model selection procedures are employed on an autoregressive-moving-average model and several Phillips curve based models. LÄS MER