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|c 5.00 USD
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|z 9781451851427
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|a 1018-5941
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|a BD-DhAAL
|c BD-DhAAL
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|a Sun, Tao.
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|a Forecasting Thailand's Core Inflation /
|c Tao Sun.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 2004.
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| 300 |
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|a 1 online resource (28 pages)
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|a IMF Working Papers
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|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.
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|a Mode of access: Internet
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|a IMF Working Papers; Working Paper ;
|v No. 2004/090
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/2004/090/001.2004.issue-090-en.xml
|z IMF e-Library
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