INFLATION AND COMPETITIVENESS, A VAR MODELLING APPROACH
VAR modeling in inflation forecasting has been widely used, and rathersuccessful, even if there have been several critiques of its exactness oraccuracy. This paper is structured into two sections. The first oneaccomplishes a general presentation of VAR modeling in forecastinginflation, and the secon...
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| Format: | Article |
| Language: | English |
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Universitaria Press Craiova
2010-01-01
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| Series: | Management & Marketing |
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| Online Access: | http://www.mnmk.ro/documents/2010ed2/24_C%20Fratostiteanu%20FFF.pdf |
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| _version_ | 1849324420866244608 |
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| author | Cosmin FRATOSTITEANU |
| author_facet | Cosmin FRATOSTITEANU |
| author_sort | Cosmin FRATOSTITEANU |
| collection | DOAJ |
| description | VAR modeling in inflation forecasting has been widely used, and rathersuccessful, even if there have been several critiques of its exactness oraccuracy. This paper is structured into two sections. The first oneaccomplishes a general presentation of VAR modeling in forecastinginflation, and the second is focused on the results of this econometricapproach for inflation in Romania. Even if we considered methodologiescontaining inflation measured using CPI, CORE1 and CORE2, testing willonly be performed for the CPI Inflation. |
| format | Article |
| id | doaj-art-eccfc15b8a064efc84cb8cb56c45efd1 |
| institution | Kabale University |
| issn | 1841-2416 |
| language | English |
| publishDate | 2010-01-01 |
| publisher | Universitaria Press Craiova |
| record_format | Article |
| series | Management & Marketing |
| spelling | doaj-art-eccfc15b8a064efc84cb8cb56c45efd12025-08-20T03:48:42ZengUniversitaria Press CraiovaManagement & Marketing1841-24162010-01-01VIII2404410INFLATION AND COMPETITIVENESS, A VAR MODELLING APPROACHCosmin FRATOSTITEANUVAR modeling in inflation forecasting has been widely used, and rathersuccessful, even if there have been several critiques of its exactness oraccuracy. This paper is structured into two sections. The first oneaccomplishes a general presentation of VAR modeling in forecastinginflation, and the second is focused on the results of this econometricapproach for inflation in Romania. Even if we considered methodologiescontaining inflation measured using CPI, CORE1 and CORE2, testing willonly be performed for the CPI Inflation.http://www.mnmk.ro/documents/2010ed2/24_C%20Fratostiteanu%20FFF.pdfcompetitivenessinflationVAR modelsforecast |
| spellingShingle | Cosmin FRATOSTITEANU INFLATION AND COMPETITIVENESS, A VAR MODELLING APPROACH Management & Marketing competitiveness inflation VAR models forecast |
| title | INFLATION AND COMPETITIVENESS, A VAR MODELLING APPROACH |
| title_full | INFLATION AND COMPETITIVENESS, A VAR MODELLING APPROACH |
| title_fullStr | INFLATION AND COMPETITIVENESS, A VAR MODELLING APPROACH |
| title_full_unstemmed | INFLATION AND COMPETITIVENESS, A VAR MODELLING APPROACH |
| title_short | INFLATION AND COMPETITIVENESS, A VAR MODELLING APPROACH |
| title_sort | inflation and competitiveness a var modelling approach |
| topic | competitiveness inflation VAR models forecast |
| url | http://www.mnmk.ro/documents/2010ed2/24_C%20Fratostiteanu%20FFF.pdf |
| work_keys_str_mv | AT cosminfratostiteanu inflationandcompetitivenessavarmodellingapproach |