Forecasting industrial production and inflation in Turkey with factor models
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Abstract
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Other versions of this item:
- Mahmut Gunay, 2018. "Forecasting Industrial Production and Inflation in Turkey with Factor Models," Working Papers 1805, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
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Cited by:
- Mensi, Walid & Rehman, Mobeen Ur & Hammoudeh, Shawkat & Vo, Xuan Vinh & Kim, Won Joong, 2023. "How macroeconomic factors drive the linkages between inflation and oil markets in global economies? A multiscale analysis," International Economics, Elsevier, vol. 173(C), pages 212-232.
More about this item
Keywords
Forecasting; Factor models; Principal component;All these keywords.
JEL classification:
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
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