Browsing Economic and Management Sciences by Subject "One-step-ahead forecasts"

Browsing Economic and Management Sciences by Subject "One-step-ahead forecasts"

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  • Dynamic time inconsistency and the South African Reserve Bank 
    Gupta, Rangan; Uwilingiye, Josine (Wiley-Blackwell, 2010-03)
    This paper derives the econometric restrictions imposed by the Barro and Gordon model of dynamic time inconsistency on a bivariate time-series model of consumer price index (CPI) inflation and real gross domestic product ...
  • Should the SARB have stayed time inconsistent? 
    Gupta, Rangan; Uwilingiye, Josine (University of Pretoria, Department of Economics, 2008-10)
    This paper derives the econometric restrictions imposed by the Barro and Gordon (1983) model of dynamic time inconsistency on a bivariate time-series model of Consumer Price Index (CPI) inflation and real Gross Domestic ...