Filters or Holt Winters Technique to Improve the SPF Forecasts for USA Inflation Rate?

In this study, transformations of SPF inflation forecasts were made in order to get moreaccurate predictions. The filters application and Holt Winters technique were chosen as possiblestrategies of improving the predictions accuracy. The quarterly inflation rate forecasts (1975 Q1-2012Q3) of USAmade...

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Bibliographic Details
Main Author: Mihaela Bratu (Simionescu)
Format: Article
Language:English
Published: Danubius University 2013-02-01
Series:Acta Universitatis Danubius: Oeconomica
Subjects:
Online Access:http://journals.univ-danubius.ro/index.php/oeconomica/article/view/1572/1439