Forecasting the Estonian rate of inflation using factor models

statement of authorship
Nicolas Reigl
journal volume number month
vol. 17, 2
year of publication
pages
p. 152-189
subject of location
keyword
factor models
factor-augmented vector autoregressive models
principal components
inflation forecasting
ISSN
1406-099X
notes
Bibliogr.: 42 ref
Open Access
Open Access
scientific publication
teaduspublikatsioon
classifier
1.1
kvartiil
Q2
language
inglise
Reigl, N. Forecasting the Estonian rate of inflation using factor models // Baltic journal of economics (2017) vol. 17, 2, p. 152-189. https://doi.org/10.1080/1406099X.2017.1371976