Forecasting Thailand's core inflation /

Saved in:
Bibliographic Details
Author / Creator:Sun, Tao (Economist), author.
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
Hidden Bibliographic Details
Other authors / contributors:International Monetary Fund. Asia and Pacific Department, issuing body.
ISBN:1451897294
9781451897296
1281328715
9781281328717
9781451851427
1451851421
ISSN:2227-8885
Notes:Includes bibliographical references.
Restrictions unspecified
Electronic reproduction. [S.l.] : HathiTrust Digital Library, 2010.
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. http://purl.oclc.org/DLF/benchrepro0212
digitized 2010 HathiTrust Digital Library committed to preserve
Print version record.
Summary: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.
Other form:Print version: Sun, Tao. Forecasting Thailand's core inflation. [Washingon D.C.] : International Monetary Fund, ©2004
Standard no.:10.5089/9781451897296.001

MARC

LEADER 00000cam a2200000Ia 4500
001 12497477
006 m o d
007 cr bn||||||abp
007 cr bn||||||ada
008 100712s2004 dcu o 000 0 eng d
005 20240822221457.8
019 |a 815735945  |a 817107315  |a 885447306  |a 947036950  |a 1044379007  |a 1056423109  |a 1060826626  |a 1073040761  |a 1103588966  |a 1107348693  |a 1148073035  |a 1202554985 
020 |a 1451897294 
020 |a 9781451897296 
020 |a 1281328715 
020 |a 9781281328717 
020 |a 9781451851427 
020 |a 1451851421 
022 |a 2227-8885 
024 8 |a 10.5089/9781451897296.001 
035 9 |a (OCLCCM-CC)647626631 
035 |a (OCoLC)647626631  |z (OCoLC)815735945  |z (OCoLC)817107315  |z (OCoLC)885447306  |z (OCoLC)947036950  |z (OCoLC)1044379007  |z (OCoLC)1056423109  |z (OCoLC)1060826626  |z (OCoLC)1073040761  |z (OCoLC)1103588966  |z (OCoLC)1107348693  |z (OCoLC)1148073035  |z (OCoLC)1202554985 
037 |b 00013468 
040 |a OCLCE  |b eng  |e pn  |c OCLCE  |d OCLCQ  |d OCLCO  |d OCLCA  |d CUS  |d CEF  |d IDEBK  |d OCLCQ  |d OCLCF  |d VT2  |d EBLCP  |d DEBSZ  |d OCLCQ  |d YDXCP  |d FIE  |d OCLCQ  |d MERUC  |d OCLCA  |d AU@  |d OCLCQ  |d OCLCO 
042 |a dlr 
043 |a a-th--- 
049 |a MAIN 
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 
929 |a oclccm 
999 f f |i 58f39e4a-cfb9-5d3e-b6ca-dc49a4c2a9b5  |s 2a48fc67-1e4a-5058-9757-2628456580fe 
928 |t Library of Congress classification  |a HG3881.5.I58W67 no.04/90  |l Online  |c UC-FullText  |u http://elibrary.imf.org/view/journals/001/2004/090/001.2004.issue-090-en.xml  |z INTERNATIONAL MONETARY FUND  |g ebooks  |i 12141514