Forecasting inflation in an inflation targeting economy : structural versus nonstructural models

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dc.contributor.author Gupta, Rangan
dc.date.accessioned 2017-04-20T15:13:08Z
dc.date.issued 2017-01
dc.description.abstract We propose a comparison between atheoretical and theoretical models in forecasting the inflation rate for an inflation-targeting country such as South Africa. In a pseudo real-time environment, our results show that for shorter horizons, the atheoretical error correction models, with and without factors, perform better; while for longer horizons, theoretical (Dynamic Stochastic General Equilibrium-based) models outperform their competitors en_ZA
dc.description.department Economics en_ZA
dc.description.embargo 2018-06-30
dc.description.librarian hb2017 en_ZA
dc.description.uri http://www.tandfonline.com/loi/raec20 en_ZA
dc.identifier.citation Rangan Gupta (2017) Forecasting inflation in an inflation targeting economy: structural versus nonstructural models, Applied Economics, 49:24, 2316-2321, DOI: 10.1080/00036846.2016.1237760. en_ZA
dc.identifier.issn 0003-6846 (print)
dc.identifier.issn 1466-4283 (online)
dc.identifier.other 10.1080/00036846.2016.1237760
dc.identifier.uri http://hdl.handle.net/2263/59997
dc.language.iso en en_ZA
dc.publisher Routledge en_ZA
dc.rights © 2016 Informa UK Limited, trading as Taylor & Francis Group. This is an electronic version of an article published in Applied Economics, vol. 49, no. 24, pp. 2316-2321, 2017. doi : 10.1080/00036846.2016.1237760. Applied Economics is available online at : http://www.tandfonline.comloi/raec20. en_ZA
dc.subject Inflation en_ZA
dc.subject Structural en_ZA
dc.subject Factors en_ZA
dc.subject South Africa (SA) en_ZA
dc.subject Dynamic stochastic general equilibrium (DSGE) model en_ZA
dc.subject Atheoretical model en_ZA
dc.subject Theoretical model en_ZA
dc.title Forecasting inflation in an inflation targeting economy : structural versus nonstructural models en_ZA
dc.type Postprint Article en_ZA


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