Forecasting Thailand's core inflation /
Saved in:
Author / Creator: | Sun, Tao (Economist), author. |
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Imprint: | [Washingon D.C.] : International Monetary Fund, ©2004. |
Description: | 1 online resource (28 pages). |
Language: | English |
Series: | IMF working paper, 2227-8885 ; WP/04/90 IMF working paper ; WP/04/90. |
Subject: | |
Format: | E-Resource Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/12497477 |
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050 | 4 | |a HG3881.5.I58 |b W67 no.04/90 | |
100 | 1 | |a Sun, Tao |c (Economist), |e author. | |
245 | 1 | 0 | |a Forecasting Thailand's core inflation / |c prepared by Tao Sun. |
260 | |a [Washingon D.C.] : |b International Monetary Fund, |c ©2004. | ||
300 | |a 1 online resource (28 pages). | ||
336 | |a text |b txt |2 rdacontent | ||
337 | |a computer |b c |2 rdamedia | ||
338 | |a online resource |b cr |2 rdacarrier | ||
490 | 1 | |a IMF working paper, |x 2227-8885 ; |v WP/04/90 | |
506 | |3 Use copy |f Restrictions unspecified |2 star |5 MiAaHDL | ||
533 | |a Electronic reproduction. |b [S.l.] : |c HathiTrust Digital Library, |d 2010. |5 MiAaHDL | ||
538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
583 | 1 | |a digitized |c 2010 |h HathiTrust Digital Library |l committed to preserve |2 pda |5 MiAaHDL | |
520 | |a This paper develops an approach for forecasting in Thailand core inflation. The key innovation is to anchor the projections derived from the short-term time-series properties of core inflation to its longer-run evolution. This involves combining a short-term model, which attempts to distill the forecasting power of a variety of monthly indicators purely on goodness-of-fit criteria, with an equilibrium-correction model that pins down the convergence of core inflation to its longer-run structural determinants. The result is a promising model for forecasting Thai core inflation over horizons up to 10, 24, and 55 months, based on a root mean-squared error criterion as well as a mean absolute error criterion. | ||
588 | 0 | |a Print version record. | |
505 | 0 | |a "Contents"; "I. INTRODUCTION"; "II. DATA"; "III. MODELING CORE INFLATION"; "IV. CONCLUSIONS"; "References" | |
504 | |a Includes bibliographical references. | ||
650 | 0 | |a Inflation (Finance) |z Thailand |x Forecasting. | |
650 | 6 | |a Inflation |z Thaïlande |x Prévision. | |
650 | 7 | |a Inflation (Finance) |x Forecasting. |2 fast |0 (OCoLC)fst00972461 | |
651 | 7 | |a Thailand. |2 fast |0 (OCoLC)fst01205310 | |
655 | 0 | |a Electronic books. | |
655 | 4 | |a Electronic books. | |
710 | 2 | |a International Monetary Fund. |b Asia and Pacific Department, |e issuing body. |0 http://id.loc.gov/authorities/names/no97006778 | |
776 | 0 | 8 | |i Print version: |a Sun, Tao. |t Forecasting Thailand's core inflation. |d [Washingon D.C.] : International Monetary Fund, ©2004 |w (OCoLC)56322504 |
830 | 0 | |a IMF working paper ; |v WP/04/90. |0 http://id.loc.gov/authorities/names/no89010263 | |
856 | 4 | 0 | |u http://elibrary.imf.org/view/journals/001/2004/090/001.2004.issue-090-en.xml |y INTERNATIONAL MONETARY FUND |
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