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Please use this identifier to cite or link to this item: http://elib.bsu.by/handle/123456789/94327
Title: An application of the choleskized multivariate distributions for constructing inflation «fan charts»
Authors: Charemza, W. W.
Makarova, S.
Jelonek, P.
Keywords: ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика
Issue Date: 2010
Publisher: Minsk: BSU
Abstract: The paper postulates applying the multivariate non-normal and skewed distributions with dependent components to construct probabilistic forecasts of inflation, usually presented in a form of 'fan charts'. The rationale of this came from the empirical analysis of naive and econometric forecasts annual inflation (measured monthly) for 28 OECD countries from January 1957 (or later, for some countries) to September 2009.
URI: http://elib.bsu.by/handle/123456789/94327
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