Forecasting inflation:An Application of the Dynamic FactorModel with Structural Instability
碩士 === 國立中央大學 === 經濟學研究所 === 98 === In this paper,we use a structural change dynamic factor forecasting model proposed by Stock and Watson (2008a).We focus on Taiwan''s 115 macroeconomic variables employ in the Chow test and in-sample forecasting.The inflation rate for the next fou...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/24995477266841350822 |