Forecasting inflation in an inflation targeting economy: structural versus nonstructural models

Gupta Rangan

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Forecasting inflation in an inflation targeting economy: structural versus nonstructural models

机译：在以通胀为目标的经济体中预测通胀：结构模型与非结构模型

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We propose a comparison between atheoretical and theoretical models in forecasting the inflation rate for an inflation-targeting country such as South Africa. In a pseudo real-time environment, our results show that for shorter horizons, the atheoretical error correction models, with and without factors, perform better; while for longer horizons, theoretical (Dynamic Stochastic General Equilibrium-based) models outperform their competitors.

机译：我们建议在理论模型和理论模型之间进行比较，以预测以南非为目标的通货膨胀国家的通货膨胀率。在伪实时环境中，我们的结果表明，对于较短的视野，无论有无因素，理论误差校正模型的效果都更好；而对于更长的视野，理论模型（基于动态随机一般均衡）优于竞争对手。

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来源
《Applied Economics》 |2017年第24期|2316-2321|共6页
作者
Gupta Rangan;
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作者单位

Univ Pretoria, Dept Econ, Room 2-04,Tukkiewerf Bldg, ZA-0002 Pretoria, South Africa;

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收录信息美国《科学引文索引》(SCI);
原文格式 PDF
正文语种 eng
中图分类
关键词
Inflation; South Africa; structural; atheoretical; factors; DSGE;

机译：通货膨胀;南非;结构;理论;因素;DSGE;

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Forecasting inflation in an inflation targeting economy: structural versus nonstructural models

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