000294973 001__ 294973
000294973 005__ 20250213113211.0
000294973 0247_ $$2doi$$a10.71609/iheid-77zd-vn31
000294973 037__ $$aBOOK
000294973 245__ $$aForecasting inflation in a macroeconomic framework$$ban application to Tunisia
000294973 260__ $$aGeneva$$bThe Graduate Institute of International and Development Studies, International Economics Department$$c2017
000294973 269__ $$a2017
000294973 300__ $$a24 p. : ill.
000294973 336__ $$aPapers and Reports
000294973 490__ $$aGraduate Institute of International and Development Studies Working Paper ; no. 07/2017
000294973 520__ $$aThe aim of this paper is to demonstrate the relative performance of combining forecasts on inflation in the case of Tunisia. For that, we use a large number of econometric models to forecast short-run inflation. Specifically, we use univariate models as Random Walk, SARIMA, a Time Varying Parameter model and a suite of multivariate autoregressive models as Bayesian VAR and Dynamic Factor models. Results of forecasting suggest that models which incorporate more economic information outperform the benchmark random walk for the first two quarters ahead. Furthermore, we combine our forecasts by means and the finding results reveal that the forecast combination leads to a reduction in forecast error compared to individual models.
000294973 700__ $$aZardi, Souhaïb Chamseddine
000294973 8564_ $$9fc35086b-fcb3-4565-b620-cf95280d6ceb$$s1326901$$uhttps://repository.graduateinstitute.ch/record/294973/files/HEIDWP07-2017.pdf
000294973 8564_ $$9dfdabcac-4898-4801-ac3a-7cc14a6e2911$$xpdfa$$s1902767$$uhttps://repository.graduateinstitute.ch/record/294973/files/HEIDWP07-2017.pdf?subformat=pdfa
000294973 901__ $$uInternational Economics Department$$0319285
000294973 909CO $$ooai:repository.graduateinstitute.ch:294973$$pGLOBAL_SET$$pIHEID:Explore
000294973 937__ $$aWP-2017-067
000294973 980__ $$aWP