Inflation rate prediction - a statistical approach

Kód výsledku v IS VaVaI

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Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Inflation rate prediction - a statistical approach

Popis výsledku v původním jazyce

This paper deals with the prediction of inflation rate expressed by several types of indices. The statistical approach is applied, i.e. we assume the inflation to have the same probabilistic behaviour in the predicted period as in the covered past. Suchapproach can be applied for one type of prediction. Moreover, it is applicable for future testing whether the observation is influenced by a different effect than those influential in the period of collecting data for the statistical inference. The structure of the paper is the following. The main part contains basic relations and results whereas more detailed derivations are stated in the appendix.

Název v anglickém jazyce

Inflation rate prediction - a statistical approach

Popis výsledku anglicky

This paper deals with the prediction of inflation rate expressed by several types of indices. The statistical approach is applied, i.e. we assume the inflation to have the same probabilistic behaviour in the predicted period as in the covered past. Suchapproach can be applied for one type of prediction. Moreover, it is applicable for future testing whether the observation is influenced by a different effect than those influential in the period of collecting data for the statistical inference. The structure of the paper is the following. The main part contains basic relations and results whereas more detailed derivations are stated in the appendix.

Druh

O - Ostatní výsledky

CEP obor

BB - Aplikovaná statistika, operační výzkum

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2011

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů