Inflation forecasting and the crisis: assessing the impact on the performance of different forecasting models and methods

Citations

Cited by:

1. Nyoni, Thabani, 2019. "Demystifying inflation dynamics in Rwanda: an ARMA approach," MPRA Paper 93982, University Library of Munich, Germany.
2. Nyoni, Thabani, 2019. "Predicting inflation in the Kingdom of Bahrain using ARIMA models," MPRA Paper 92452, University Library of Munich, Germany.
3. Nyoni, Thabani, 2019. "Modeling and forecasting inflation in Philippines using ARIMA models," MPRA Paper 92429, University Library of Munich, Germany.
4. Lasha Kavtaradze & Manouchehr Mokhtari, 2018. "Factor Models And Time†Varying Parameter Framework For Forecasting Exchange Rates And Inflation: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 32(2), pages 302-334, April.
5. Nyoni, Thabani, 2019. "Modeling and forecasting inflation in Burundi using ARIMA models," MPRA Paper 92444, University Library of Munich, Germany.
6. Hapanyengwi, Hamadziripi Oscar & Mutongi, Chipo & Nyoni, Thabani, 2019. "Understanding Inflation Dynamics in the kingdom of Eswantini: A Univariate Approach," MPRA Paper 94560, University Library of Munich, Germany, revised 18 Jun 2019.
7. Bańbura, Marta & Bobeica, Elena, 2023. "Does the Phillips curve help to forecast euro area inflation?," International Journal of Forecasting, Elsevier, vol. 39(1), pages 364-390.
   • Bańbura, Marta & Bobeica, Elena, 2020. "Does the Phillips curve help to forecast euro area inflation?," Working Paper Series 2471, European Central Bank.
8. Nyoni, Thabani, 2019. "Uncovering inflation dynamics in Morocco: An ARIMA approach," MPRA Paper 92455, University Library of Munich, Germany.
9. Nyoni, Thabani, 2019. "Understanding inflation trends in Israel: A univariate approach," MPRA Paper 92427, University Library of Munich, Germany.
10. Nyoni, Thabani & Mutongi, Chipo & Nyoni, Munyaradzi & Hamadziripi, Oscar Hapanyengwi, 2019. "Understanding inflation dynamics in the Kingdom of Eswatini: a univariate approach," MPRA Paper 93979, University Library of Munich, Germany.
11. Svetlana Makarova, 2016. "ECB footprints on inflation forecast uncertainty," Bank of Estonia Working Papers wp2016-5, Bank of Estonia, revised 19 Jul 2016.
12. Fernando Zarzosa Valdivia, 2020. "Inflation Dynamics in the ABC (Argentina, Brazil and Chile) countries," Ensayos de Política Económica, Departamento de Investigación Francisco Valsecchi, Facultad de Ciencias Económicas, Pontificia Universidad Católica Argentina., vol. 3(2), pages 77-99, Octubre.
13. Nyoni, Thabani, 2019. "Inflation dynamics in Jamaica: Evidence from the ARMA methodology," MPRA Paper 92449, University Library of Munich, Germany.
14. Nyoni, Thabani, 2019. "Understanding inflation dynamics in the United States of America (USA): A univariate approach," MPRA Paper 92460, University Library of Munich, Germany.
15. Nyoni, Thabani, 2019. "Predicting inflation in Senegal: An ARMA approach," MPRA Paper 92431, University Library of Munich, Germany.
16. Charemza, Wojciech & Díaz, Carlos & Makarova, Svetlana, 2019. "Quasi ex-ante inflation forecast uncertainty," International Journal of Forecasting, Elsevier, vol. 35(3), pages 994-1007.
17. Nyoni, Thabani, 2019. "Inflation dynamics in Niger unlocked: An ARMA approach," MPRA Paper 92450, University Library of Munich, Germany.
18. Nyoni, Thabani, 2019. "Modeling and forecasting inflation in Lesotho using Box-Jenkins ARIMA models," MPRA Paper 92428, University Library of Munich, Germany.
19. Fernando Zarzosa Valdivia, 2020. "Dinámica inflacionaria argentina pre-COVID 19: un mundo minado de outliers," Asociación Argentina de Economía Política: Working Papers 4428, Asociación Argentina de Economía Política.
20. Wojciech Charemza & Carlos Diaz Vela & Svetlana Makarova, 2013. "Inflation fan charts, monetary policy and skew normal distribution," Discussion Papers in Economics 13/06, Division of Economics, School of Business, University of Leicester.
    • Wojciech Charemza & Carlos Diaz & Svetlana Makarova, 2014. "Term Structure Of Inflation Forecast Uncertainties And Skew Normal Distributions," Discussion Papers in Economics 14/01, Division of Economics, School of Business, University of Leicester.
    • Wojciech Charemza & Carlos Díaz & Svetlana Makarova, 2015. "Ex-post Inflation Forecast Uncertainty and Skew Normal Distribution: ‘Back from the Future’ Approach," Discussion Papers in Economics 15/09, Division of Economics, School of Business, University of Leicester.
21. Nyoni, Thabani, 2019. "Prediction of Inflation in Algeria using ARIMA models," MPRA Paper 92426, University Library of Munich, Germany.
22. Nyoni, Thabani, 2019. "Forecasting inflation in Burkina Faso using ARMA models," MPRA Paper 92443, University Library of Munich, Germany.
23. Nyoni, Thabani, 2019. "ARIMA modeling and forecasting of inflation in Egypt (1960-2017)," MPRA Paper 92446, University Library of Munich, Germany.
24. Nyoni, Thabani & Mutongi, Chipo, 2019. "Modeling and forecasting inflation in The Gambia: an ARMA approach," MPRA Paper 93980, University Library of Munich, Germany.
25. Nyoni, Thabani, 2019. "Understanding inflation patterns in Thailand: An ARMA approach," MPRA Paper 92451, University Library of Munich, Germany.
26. Nyoni, Thabani, 2019. "Modeling and forecasting inflation in Tanzania using ARIMA models," MPRA Paper 92458, University Library of Munich, Germany.
27. Lou, Jun & Wong, Tat Wing & Fung, Ka Wai Terence & Shaende, Jonas J. Nazimoff, 2021. "Stock and bond joint pricing, consumption surplus, and inflation news," Research in International Business and Finance, Elsevier, vol. 58(C).
28. Nyoni, Thabani, 2019. "Predicting inflation in Sri Lanka using ARMA models," MPRA Paper 92432, University Library of Munich, Germany.
29. Nyoni, Thabani, 2019. "Understanding inflation trends in Finland: A univariate approach," MPRA Paper 92448, University Library of Munich, Germany.