Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/94039Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Charemza, W. W. | - |
| dc.contributor.author | Kharin, Yu. S. | - |
| dc.date.accessioned | 2014-04-15T10:29:42Z | - |
| dc.date.available | 2014-04-15T10:29:42Z | - |
| dc.date.issued | 2007 | - |
| dc.identifier.uri | http://elib.bsu.by/handle/123456789/94039 | - |
| dc.description.abstract | The paper aims at assessing the forecast risk and the maximum admissible forecast horizon, where a distortion is caused by a simple first-order bilinear process. The concept of the p-maximum admissible forecast risk is proposed and discussed. It has been evaluated for monthly inflation series for 141 countries. The dominant maximum admissible forecast horizon for non-systematic inflation is equal to 8 months, while for the headline inflation it is equal to 19 months. | ru |
| dc.language.iso | en | ru |
| dc.publisher | Minsk: BSU | ru |
| dc.subject | ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика | ru |
| dc.title | Evaluation of the Maximum Admissible Forecast Horizon of a Simple Bilinear Process | ru |
| dc.type | conference paper | ru |
| Appears in Collections: | Section 6. ECONOMETRIC ANALYSIS AND MODELING | |
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