Borradores de Economia
Número:
756
Publicado:
Clasificación JEL:
C22, C52
Palabras clave:
ARIMA models, power transformations, seasonality, bayesian analysis
Lo más reciente
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This paper investigates whether transforming the Consumer Price Index with a class of power transformations lead to an improvement of inflation forecasting accuracy. We use one of the prototypical models to forecast short run inflation which is known as t