Forecasting the Estonian rate of inflation using factor models
author
statement of authorship
Nicolas Reigl
source
journal volume number month
vol. 17, 2
year of publication
pages
p. 152-189
subject term
subject of location
keyword
factor models
factor-augmented vector autoregressive models
principal components
inflation forecasting
ISSN
1406-099X
notes
sisaldab bibliogr
TTÜ department
language
inglise
Reigl, N. Forecasting the Estonian rate of inflation using factor models // Baltic journal of economics (2017) vol. 17, 2, p. 152-189.