Application of dynamic factor models for inflation forecasting in Poland
The subject of this article is the application of dynamic factor models in modelling and forecasting inflation in Poland. It contains a brief description of the DFM tool. It also provides a glimpse at empirical forms of tools used to determine the forecasts and compares the forecasts using meters no...
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| Format: | Article |
| Language: | English |
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WSB University in Torun
2016-03-01
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| Series: | Torun Business Review |
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| Online Access: | https://tbr.wsb.torun.pl/index.php/journal/article/view/36 |