Browsing Research Articles (Economics) by Subject "Random walk (RW)"

Browsing Research Articles (Economics) by Subject "Random walk (RW)"

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  • Forecasting the price of gold 
    Hassani, Hossein; Silva, Emmanuel Sirimal; Gupta, Rangan; Segnon, Mawuli K. (Routledge, 2015-03)
    This article seeks to evaluate the appropriateness of a variety of existing forecasting techniques (17 methods) at providing accurate and statistically significant forecasts for gold price. We report the results from the ...
  • Forecasting US consumer price index : does nonlinearity matter? 
    Alvarez-Diaz, Marcos; Gupta, Rangan (Routledge, 2016-10)
    The objective of this paper is to predict, both in-sample and out-of-sample, the consumer price index (CPI) of the United States (US) economy based on monthly data covering the period of 1980:1-2013:12, using a variety ...